+356.8%
ACWI vs MKC
+310.8%
+46.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | +0.5% | -5.9% | +6.4% | +2.9% |
| 30D | +0.9% | -0.9% | +1.7% | +1.0% |
| 3M | +2.4% | +12.7% | -10.3% | -3.4% |
| 6M | +12.4% | -19.3% | +31.7% | +21.3% |
| YTD | +15.2% | -22.2% | +37.3% | +25.3% |
| 1Y | +22.7% | -23.3% | +46.1% | +33.8% |
| 3Y | +75.8% | -30.0% | +105.8% | +94.6% |
| 5Y | +67.7% | -33.8% | +101.5% | +85.1% |
| 10Y | +229.0% | +24.4% | +204.6% | +126.9% |
| All | +356.8% | +310.8% | +46.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling