+222.2%
ACWI vs MTB
+136.2%
+86.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.9% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | -2.8% | +2.4% | -5.2% | -3.5% |
| 3M | -3.2% | -10.5% | +7.3% | 0.0% |
| 6M | +1.3% | +6.4% | -5.1% | -0.9% |
| YTD | +11.2% | +12.8% | -1.6% | +6.8% |
| 1Y | +13.8% | +23.3% | -9.5% | +6.3% |
| 3Y | +76.2% | +108.2% | -32.1% | +38.3% |
| 5Y | +59.5% | +68.6% | -9.1% | +30.3% |
| 10Y | +222.2% | +125.3% | +96.9% | +144.1% |
| All | +222.2% | +136.2% | +86.0% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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