+67.5%
ACWI vs MKTX
-61.3%
+128.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -0.6% | +1.0% | -1.5% | -0.7% |
| 3M | +4.3% | +40.8% | -36.5% | -0.7% |
| 6M | +12.7% | -10.9% | +23.6% | +14.3% |
| YTD | +13.9% | -8.6% | +22.5% | +15.0% |
| 1Y | +20.5% | -11.6% | +32.1% | +22.1% |
| 3Y | +76.5% | -24.5% | +101.1% | +78.7% |
| 5Y | +67.5% | -60.7% | +128.2% | +82.5% |
| All | +67.5% | -61.3% | +128.8% | +82.5% |
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