+669.4%
MCD vs ACWI
+356.8%
+312.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.5% |
| 3M | -5.6% | +2.4% | -8.0% | -7.1% |
| 6M | -21.9% | +12.4% | -34.2% | -27.1% |
| YTD | -14.7% | +15.2% | -29.9% | -21.6% |
| 1Y | -17.3% | +22.7% | -40.0% | -26.8% |
| 3Y | -2.2% | +75.8% | -77.9% | -30.2% |
| 5Y | +20.3% | +67.7% | -47.4% | -12.8% |
| 10Y | +180.7% | +229.0% | -48.3% | +39.4% |
| All | +669.4% | +356.8% | +312.6% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling