+127.0%
MP vs ACWI
+70.3%
+56.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | -10.5% | -2.4% | -8.2% | -6.8% |
| 30D | -23.5% | -5.2% | -18.3% | -15.8% |
| 3M | -25.4% | -4.8% | -20.6% | -18.0% |
| 6M | -51.3% | -1.3% | -49.9% | -49.1% |
| YTD | -29.9% | +8.4% | -38.3% | -36.6% |
| 1Y | -31.8% | +11.0% | -42.9% | -40.3% |
| 3Y | +127.0% | +70.6% | +56.4% | -27.5% |
| All | +127.0% | +70.3% | +56.6% | -27.5% |
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