-45.2%
MDB vs ACWI
+55.1%
-100.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.8% | -3.4% | +1.0% |
| 7D | -20.9% | -4.0% | -16.9% | -13.4% |
| 30D | -15.6% | -5.8% | -9.7% | -3.2% |
| 3M | -19.1% | -5.0% | -14.0% | -8.5% |
| 6M | +14.2% | +0.7% | +13.5% | +12.2% |
| YTD | -27.4% | +8.4% | -35.9% | -39.3% |
| 1Y | -13.0% | +10.1% | -23.2% | -29.8% |
| 3Y | -11.2% | +70.8% | -82.0% | -74.8% |
| 5Y | -45.2% | +55.4% | -100.5% | -76.7% |
| All | -45.2% | +55.1% | -100.2% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling