Performance & Return

Money-Weighted Return

Definition

A return measure that accounts for the timing and size of cash flows into and out of the portfolio.

Money-weighted return solves for the internal rate of return generated by the investor's actual capital path, making it sensitive to when cash entered or left the portfolio.

Why it matters

It tells you the return you actually experienced as an investor given when you added or withdrew capital.

What most investors miss

The gap between what the term means and how it is usually applied.

They use time-weighted return when they want to evaluate their own investment decisions. Money-weighted return is the right tool for that.

How to read it

Use money-weighted return when the question is how did my actual invested capital perform. Use time-weighted when comparing a manager or strategy.

Multi-account lens

How this term reads differently across brokers and accounts.

Across accounts money-weighted return requires tracking every cash flow in and out of every account. Missing one changes the result.

Concrete example

What this looks like with real numbers.

Scenario

An investor puts £50,000 to work in January (market up 22% that year) then adds £200,000 in November just before a 9% drawdown. Time-weighted return: +14%. Money-weighted return: +3.8% — because 80% of capital arrived near the peak.

What it reveals

MWR answers the investor's actual experience. Large late contributions mean the dollar-weighted return diverges sharply from the strategy's headline number.

Diagnosis first, then workflow, then fit.

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