+356.8%
ACWI vs MKTX
+1,739.0%
-1,382.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +0.9% | +1.1% | -0.2% | +0.6% |
| 3M | +2.4% | +36.1% | -33.7% | -5.4% |
| 6M | +12.4% | -12.9% | +25.2% | +14.5% |
| YTD | +15.2% | -8.5% | +23.7% | +15.8% |
| 1Y | +22.7% | -7.5% | +30.3% | +22.7% |
| 3Y | +75.8% | -28.3% | +104.1% | +81.1% |
| 5Y | +67.7% | -63.3% | +131.0% | +97.9% |
| 10Y | +229.0% | +4.5% | +224.5% | +186.6% |
| All | +356.8% | +1,739.0% | -1,382.2% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling