+849.8%
MDB vs ACWI
+157.5%
+692.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.8% | -3.4% | -0.9% |
| 7D | -20.9% | -4.0% | -16.9% | -15.1% |
| 30D | -15.6% | -5.8% | -9.7% | -6.2% |
| 3M | -19.1% | -5.0% | -14.0% | -11.0% |
| 6M | +14.2% | +0.7% | +13.5% | +13.3% |
| YTD | -27.4% | +8.4% | -35.9% | -35.9% |
| 1Y | -13.0% | +10.1% | -23.2% | -25.1% |
| 3Y | -11.2% | +70.8% | -82.0% | -61.5% |
| 5Y | -45.2% | +55.4% | -100.5% | -70.1% |
| All | +849.8% | +157.5% | +692.3% | +191.4% |
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