+875.5%
MDB vs ACWI
+157.4%
+718.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.8% |
| 7D | -11.4% | -2.4% | -9.0% | -7.8% |
| 30D | -13.8% | -5.2% | -8.6% | -5.3% |
| 3M | -15.5% | -4.8% | -10.6% | -7.3% |
| 6M | +17.9% | -1.3% | +19.2% | +21.1% |
| YTD | -25.5% | +8.4% | -33.9% | -34.1% |
| 1Y | -12.1% | +11.0% | -23.1% | -25.2% |
| 3Y | -5.9% | +70.6% | -76.4% | -59.1% |
| 5Y | -43.7% | +55.3% | -99.0% | -69.2% |
| All | +875.5% | +157.4% | +718.1% | +199.5% |
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