-1.5%
MCD vs ACWI
+76.1%
-77.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -6.0% | +0.9% | -6.9% | -6.2% |
| 3M | -5.6% | +2.4% | -8.0% | -6.2% |
| 6M | -21.9% | +12.4% | -34.2% | -24.5% |
| YTD | -14.7% | +15.2% | -29.9% | -18.2% |
| 1Y | -17.3% | +22.7% | -40.0% | -22.3% |
| All | -1.5% | +76.1% | -77.6% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling