+445.3%
MP vs ACWI
+142.4%
+302.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -2.9% | +0.5% | -3.3% | -3.8% |
| 30D | +13.8% | +0.9% | +13.0% | +12.3% |
| 3M | -16.7% | +2.4% | -19.1% | -19.3% |
| 6M | -11.5% | +12.4% | -23.9% | -26.7% |
| YTD | +7.9% | +15.2% | -7.2% | -14.3% |
| 1Y | -15.0% | +22.7% | -37.7% | -39.7% |
| 3Y | +153.5% | +75.8% | +77.7% | -6.8% |
| 5Y | +58.7% | +67.7% | -9.1% | -31.9% |
| All | +445.3% | +142.4% | +302.9% | +64.2% |
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