+1,049.8%
MDB vs ACWI
+173.4%
+876.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | -17.4% | +0.5% | -17.9% | -18.2% |
| 30D | -2.0% | +0.9% | -2.9% | -3.2% |
| 3M | -3.0% | +2.4% | -5.4% | -6.7% |
| 6M | +48.7% | +12.4% | +36.3% | +21.4% |
| YTD | -12.1% | +15.2% | -27.3% | -30.3% |
| 1Y | +14.5% | +22.7% | -8.2% | -18.1% |
| 3Y | -6.1% | +75.8% | -81.9% | -61.5% |
| 5Y | -27.3% | +67.7% | -95.1% | -65.0% |
| All | +1,049.8% | +173.4% | +876.4% | +216.8% |
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