+234.1%
MDT vs ACWI
+330.0%
-95.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +5.4% | -2.4% | +7.8% | +7.2% |
| 30D | +19.1% | -5.2% | +24.2% | +23.4% |
| 3M | +19.5% | -4.8% | +24.3% | +23.4% |
| 6M | +33.5% | -1.3% | +34.8% | +33.7% |
| YTD | +8.7% | +8.4% | +0.3% | +1.6% |
| 1Y | +16.8% | +11.0% | +5.8% | +7.2% |
| 3Y | +53.0% | +70.6% | -17.6% | +1.8% |
| 5Y | -2.9% | +55.3% | -58.2% | -31.4% |
| 10Y | +61.4% | +223.2% | -161.8% | -31.6% |
| All | +234.1% | +330.0% | -95.8% | +3.2% |
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