+153.3%
MP vs ACWI
+76.1%
+77.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +0.5% | -3.3% | -3.7% |
| 30D | +13.8% | +0.9% | +13.0% | +12.3% |
| 3M | -16.7% | +2.4% | -19.1% | -19.2% |
| 6M | -11.5% | +12.4% | -23.9% | -26.0% |
| YTD | +7.9% | +15.2% | -7.2% | -13.0% |
| 1Y | -15.0% | +22.7% | -37.7% | -37.9% |
| All | +153.3% | +76.1% | +77.2% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling