+59.5%
ACWI vs MKTX
-53.9%
+113.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.7% | +0.2% | +2.4% | +2.7% |
| 30D | -2.6% | +0.9% | -3.5% | -2.7% |
| 3M | -3.2% | +2.5% | -5.7% | -3.5% |
| 6M | +1.9% | +18.6% | -16.7% | -0.7% |
| YTD | +11.3% | -7.1% | +18.4% | +12.2% |
| 1Y | +11.7% | -0.3% | +12.0% | +11.2% |
| 3Y | +74.4% | -22.3% | +96.7% | +76.2% |
| 5Y | +59.5% | -54.5% | +114.0% | +73.0% |
| All | +59.5% | -53.9% | +113.4% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling