The Power To Perform: mhj3.com Managing Investing Judgment Since 1989
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Comparing an investment portfolio's performance to an unmanaged/static/passive benchmark can be very misleading.
For many years portfolio and benchmark performance comparisons were made by using the same algorithm for both:
Over
time portfolio performance calculation methodologies improved to better calculate
investment portfolio performance Midpoint Dietz, Modified Dietz, Geometric
Linking Modified Dietz, Large Cash Flows Modified Dietz, and Daily Valuation
while the benchmark performance calculation methodology remains the same; inaccurate;
therefore, comparisons are inaccurate. 'It's like trying to compare apples and oranges.'
Being able to create Modified Dietz benchmarks is the most accurate portfolio performance verses benchmark performance calculation:
'If I had invested in the benchmark I selected/defined rather than the portfolio's current investments, how would I have done?'
'I invested in X, Y, and Z. How well would I have done had I invested in A, B, and C; performance and comparison to the initial/current portfolio?'
'I invested 100% in IBM. How well would I have done had I invested 100% in MSFT, or 100% in the S&P 500 index, or 100% in a user defined index over the same period with the same cash flows using the same performance calculation methodology applied to the IBM portfolio?' | ||||||