+55.0%
ACWI vs MTB
+63.3%
-8.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.4% | -1.3% | -1.0% | -2.0% |
| 30D | -5.2% | +0.5% | -5.7% | -5.3% |
| 3M | -4.8% | -12.4% | +7.6% | -1.3% |
| 6M | -1.3% | +1.5% | -2.8% | -2.0% |
| YTD | +8.4% | +10.3% | -1.9% | +4.9% |
| 1Y | +11.0% | +22.2% | -11.2% | +4.2% |
| 3Y | +70.6% | +96.9% | -26.4% | +37.7% |
| All | +55.0% | +63.3% | -8.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling