-2.9%
MDT vs ACWI
+54.8%
-57.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +5.4% | -2.4% | +7.8% | +6.8% |
| 30D | +19.1% | -5.2% | +24.2% | +22.3% |
| 3M | +19.5% | -4.8% | +24.3% | +22.4% |
| 6M | +33.5% | -1.3% | +34.8% | +33.6% |
| YTD | +8.7% | +8.4% | +0.3% | +2.7% |
| 1Y | +16.8% | +11.0% | +5.8% | +8.7% |
| 3Y | +53.0% | +70.6% | -17.6% | +7.1% |
| All | -2.9% | +54.8% | -57.7% | -27.4% |
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 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