+59.5%
ACWI vs MTB
+61.4%
-1.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -2.6% | +0.8% | -3.4% | -2.8% |
| 3M | -3.2% | -12.8% | +9.6% | +0.5% |
| 6M | +1.9% | +6.7% | -4.8% | -0.3% |
| YTD | +11.3% | +11.3% | 0.0% | +7.4% |
| 1Y | +11.7% | +20.2% | -8.5% | +5.3% |
| 3Y | +74.4% | +103.8% | -29.4% | +39.4% |
| 5Y | +59.5% | +60.9% | -1.4% | +35.2% |
| All | +59.5% | +61.4% | -1.9% | +35.2% |
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