+743.3%
MCD vs ACWI
+347.2%
+396.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +5.6% |
| 7D | +11.9% | -0.5% | +12.3% | +12.2% |
| 30D | +20.2% | -1.6% | +21.9% | +21.3% |
| 3M | +5.2% | -1.3% | +6.5% | +5.9% |
| 6M | 0.0% | +5.8% | -5.8% | -3.5% |
| YTD | -6.5% | +12.7% | -19.3% | -13.1% |
| 1Y | -3.9% | +15.0% | -18.9% | -11.8% |
| 3Y | +12.5% | +77.5% | -65.1% | -20.3% |
| 5Y | +24.2% | +61.9% | -37.6% | -8.1% |
| 10Y | +220.9% | +236.1% | -15.2% | +57.8% |
| All | +743.3% | +347.2% | +396.1% | +249.4% |
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