Track returns, gains, fee drag, and benchmarks. Visualize outcomes using clear metrics, comparisons, and charts. Estimate portfolio skill, efficiency, and resilience across market cycles.
| Scenario | Beginning Value | Contributions | Withdrawals | Distributions | Ending Value | Years | Benchmark |
|---|---|---|---|---|---|---|---|
| Balanced Fund | $10,000.00 | $1,500.00 | $500.00 | $300.00 | $12,850.00 | 3 | 8.00% |
| Growth Fund | $25,000.00 | $4,000.00 | $0.00 | $450.00 | $34,900.00 | 4 | 10.00% |
| Income Fund | $40,000.00 | $2,000.00 | $3,000.00 | $1,200.00 | $43,500.00 | 5 | 6.50% |
This model estimates money-weighted performance when external cash flows occur during the measurement period. It is practical for portfolio reviews, client reporting, and benchmark comparisons.
It estimates fund performance using capital values, cash flows, fees, taxes, inflation, and benchmark inputs. It also shows annualized return, real return, alpha, Sharpe ratio, Calmar ratio, and growth projections for a more complete portfolio review.
Modified Dietz handles contributions and withdrawals without requiring every dated transaction. It is useful when cash flows happened during the period and you want a money-weighted performance estimate that is practical for reports and portfolio evaluations.
These weights approximate when cash flows happened during the period. A 50% weight means average mid-period timing. Higher withdrawal weight means money left earlier, which reduces the capital base for return estimation more strongly.
Yes. The expense ratio reduces the annualized gross return to estimate net annual return. This shows how ongoing fund costs can drag long-term performance, even when headline returns appear strong.
Real return adjusts the net annual return for inflation. It helps show whether purchasing power actually improved after rising costs. A positive nominal return can still become a weak real return in high-inflation periods.
Use the benchmark return to compare fund skill against a relevant market standard. Alpha shows the annualized gap. A fair comparison works best when the benchmark matches the fund’s style, risk level, and investment universe.
They are helpful, but not complete. Sharpe focuses on return per unit of volatility, while Calmar relates return to drawdown. Investors should also review holdings, concentration, liquidity, correlation, and downside scenarios.
Yes, it can support mutual funds, ETFs, managed accounts, and model portfolios. Results are most useful when the inputs are accurate and the benchmark, tax rate, volatility, and drawdown assumptions reflect the actual strategy.
Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.