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Money-Weighted Return

Money-weighted return is the same as Internal Rate of Return (IRR). It is the rate of return which calculates portfolio performance based on its market value and cash flows.

Modified Dietz Method

The modified Dietz method is a calculation used to determine an approximation of the performance of an investment portfolio based on money-weighted cash flow. In the absence of daily portfolio valuations, the modified Dietz method weights individual cash flows by the...