-7.8%
MP vs ACWI
+55.1%
-62.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.8% | -2.2% | +1.2% |
| 7D | -19.0% | -4.0% | -15.0% | -12.5% |
| 30D | -30.5% | -5.8% | -24.7% | -22.0% |
| 3M | -29.6% | -5.0% | -24.5% | -21.9% |
| 6M | -50.4% | +0.7% | -51.1% | -50.1% |
| YTD | -33.2% | +8.4% | -41.6% | -40.7% |
| 1Y | -38.6% | +10.1% | -48.7% | -46.6% |
| 3Y | +105.5% | +70.8% | +34.7% | -23.0% |
| 5Y | -7.8% | +55.4% | -63.2% | -48.1% |
| All | -7.8% | +55.1% | -62.9% | -48.1% |
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 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