+193.4%
MCD vs ACWI
+224.5%
-31.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | +2.4% | -4.1% | -3.1% |
| 30D | +14.1% | -1.7% | +15.8% | +15.2% |
| 3M | +0.6% | -3.9% | +4.5% | +2.9% |
| 6M | 0.0% | +0.8% | -0.8% | -1.1% |
| YTD | -9.3% | +11.0% | -20.3% | -16.0% |
| 1Y | -9.3% | +13.1% | -22.4% | -17.0% |
| 3Y | +8.6% | +73.9% | -65.3% | -27.4% |
| 5Y | +21.9% | +59.0% | -37.1% | -13.5% |
| All | +193.4% | +224.5% | -31.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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