+61.6%
MDT vs ACWI
+226.8%
-165.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -1.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.2% |
| 30D | +16.2% | -2.8% | +19.0% | +18.5% |
| 3M | +18.9% | -3.2% | +22.1% | +21.5% |
| 6M | +37.3% | +1.3% | +36.0% | +34.8% |
| YTD | +9.7% | +11.2% | -1.5% | -0.3% |
| 1Y | +15.2% | +13.8% | +1.4% | +2.6% |
| 3Y | +61.8% | +76.2% | -14.4% | -1.6% |
| 5Y | -1.4% | +59.5% | -60.8% | -35.0% |
| 10Y | +61.6% | +222.2% | -160.6% | -39.3% |
| All | +61.6% | +226.8% | -165.3% | -39.3% |
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 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