+43.0%
VMC vs ACWI
+54.8%
-11.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +0.5% | -2.4% | +2.9% | +2.9% |
| 30D | +15.8% | -5.2% | +21.0% | +21.8% |
| 3M | +0.6% | -4.8% | +5.4% | +5.4% |
| 6M | -4.0% | -1.3% | -2.7% | -3.1% |
| YTD | -0.3% | +8.4% | -8.7% | -8.2% |
| 1Y | -0.5% | +11.0% | -11.5% | -10.5% |
| 3Y | +39.6% | +70.6% | -31.0% | -19.7% |
| All | +43.0% | +54.8% | -11.8% | -7.0% |
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