+225.4%
ACWI vs MKTX
+5.1%
+220.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | +5.0% | +41.1% | -36.2% | -1.8% |
| 6M | +11.7% | -9.5% | +21.3% | +13.0% |
| YTD | +13.0% | -8.7% | +21.6% | +13.9% |
| 1Y | +19.2% | -10.0% | +29.2% | +20.3% |
| 3Y | +75.0% | -24.6% | +99.6% | +78.0% |
| 5Y | +67.1% | -60.3% | +127.4% | +90.8% |
| All | +225.4% | +5.1% | +220.3% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling