+206.6%
MDT vs ACWI
+356.8%
-150.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +16.0% | +2.4% | +13.6% | +13.6% |
| 6M | +0.2% | +12.4% | -12.2% | -8.3% |
| YTD | -0.3% | +15.2% | -15.4% | -10.5% |
| 1Y | +4.7% | +22.7% | -18.0% | -10.3% |
| 3Y | +26.5% | +75.8% | -49.2% | -17.4% |
| 5Y | -18.2% | +67.7% | -85.9% | -45.2% |
| 10Y | +40.0% | +229.0% | -189.0% | -41.4% |
| All | +206.6% | +356.8% | -150.2% | -9.1% |
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 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