-24.7%
MDB vs ACWI
+67.7%
-92.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | -17.4% | +0.5% | -17.9% | -18.4% |
| 30D | -2.0% | +0.9% | -2.9% | -3.6% |
| 3M | -3.0% | +2.4% | -5.4% | -8.0% |
| 6M | +48.7% | +12.4% | +36.3% | +13.0% |
| YTD | -12.1% | +15.2% | -27.3% | -35.9% |
| 1Y | +14.5% | +22.7% | -8.2% | -27.7% |
| 3Y | -6.1% | +75.8% | -81.9% | -74.4% |
| All | -24.7% | +67.7% | -92.4% | -73.3% |
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 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