-18.2%
MDT vs ACWI
+67.7%
-85.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +9.5% | +0.9% | +8.6% | +9.0% |
| 3M | +16.0% | +2.4% | +13.6% | +14.2% |
| 6M | +0.2% | +12.4% | -12.2% | -6.7% |
| YTD | -0.3% | +15.2% | -15.4% | -8.7% |
| 1Y | +4.7% | +22.7% | -18.0% | -7.9% |
| 3Y | +26.5% | +75.8% | -49.2% | -12.8% |
| All | -18.2% | +67.7% | -85.8% | -42.1% |
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