+44.4%
VMC vs ACWI
+60.2%
-15.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -1.7% | +2.7% | -4.4% | -4.2% |
| 30D | +15.3% | -2.6% | +17.8% | +18.1% |
| 3M | +0.3% | -3.2% | +3.5% | +3.4% |
| 6M | +0.9% | +1.9% | -1.0% | -1.2% |
| YTD | -1.0% | +11.3% | -12.4% | -11.2% |
| 1Y | -4.3% | +11.7% | -16.0% | -14.4% |
| 3Y | +35.3% | +74.4% | -39.1% | -23.7% |
| 5Y | +44.4% | +59.5% | -15.1% | -8.9% |
| All | +44.4% | +60.2% | -15.8% | -8.9% |
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