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Money-Weighted Return

The annualized rate your own contributions actually earned, counting when each one went in — the return you got, as distinct from the return the investment got.

2 min read

Money-weighted return is the single annualized rate that, applied to every contribution and withdrawal on the date it happened, arrives at what the position is worth today. It is the same calculation as an internal rate of return, and in a spreadsheet it is what XIRR computes.

Because it weights each dollar by how long that dollar was invested, it answers a personal question: what did your money earn, given the timing you chose.

Why timing changes the answer

Two people can hold the same fund over the same year and get different money-weighted returns. If one of them added a large deposit just before a strong quarter, more of their money was present for the gain, and their rate is higher. If the large deposit landed just before a weak quarter, the same fund produces a lower rate for them.

That sensitivity is the point, not a flaw. It is also why a money-weighted return is the wrong figure to compare against an index — the index had no deposits. For that comparison, use Time-Weighted Return.

What it needs to be computable

A money-weighted return requires dated cash flows, not a balance. A single current balance, however accurate, carries no information about when money arrived, so no rate can be derived from it. This is why a holding with no recorded contribution history shows no return figure at all rather than showing zero.

It also requires the flows to change sign at least once — money in, and then value out at the end. A series that only ever took money out has no rate that balances it, and no honest figure to report.

Reading the number

The rate is annualized, so a position held for three months is reported at the rate it would produce if that pace continued for a full year. Over short spans that extrapolation is volatile: a few good weeks can annualize into a very large percentage that means little.

NetWorthy computes this per holding and for the portfolio as a whole, from the buys, sells, contributions and withdrawals you have recorded. It is a description of past results, not a projection of future ones.

See also Unrealized Gain.

Educational and general in nature — not personalized financial advice.

Related terms

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Cost Basis

The total you paid for a holding, including commissions and fees, and the figure every gain or loss on it is measured against.

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Expense Ratio

The annual percentage a fund charges to run itself, taken out of the fund's value rather than billed to you.

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Time-Weighted Return

The return an investment earned with the timing and size of deposits divided out — the figure that can fairly be compared against an index.

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