+356.8%
ACWI vs MTB
+401.9%
-45.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | +0.9% | -4.2% | +5.1% | +2.3% |
| 3M | +2.4% | +8.9% | -6.5% | -0.7% |
| 6M | +12.4% | +10.9% | +1.5% | +8.1% |
| YTD | +15.2% | +21.5% | -6.3% | +7.2% |
| 1Y | +22.7% | +21.9% | +0.8% | +13.8% |
| 3Y | +75.8% | +109.2% | -33.5% | +32.2% |
| 5Y | +67.7% | +102.0% | -34.2% | +23.5% |
| 10Y | +229.0% | +171.9% | +57.1% | +98.9% |
| All | +356.8% | +401.9% | -45.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling