+386.6%
VMC vs ACWI
+356.8%
+29.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.8% |
| 30D | -8.2% | +0.9% | -9.1% | -9.0% |
| 3M | -7.0% | +2.4% | -9.4% | -9.5% |
| 6M | -10.8% | +12.4% | -23.1% | -21.1% |
| YTD | -7.4% | +15.2% | -22.6% | -20.3% |
| 1Y | -9.5% | +22.7% | -32.2% | -27.1% |
| 3Y | +20.5% | +75.8% | -55.3% | -33.6% |
| 5Y | +51.6% | +67.7% | -16.2% | -12.1% |
| 10Y | +150.0% | +229.0% | -79.0% | -29.2% |
| All | +386.6% | +356.8% | +29.8% | +8.6% |
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