GIPS P367, Q31 method, return, where

willsucceed

Any easy way to calculate the asset-weighted composite return?

R(BMV)=sum(wi*Ri), wi is the weight of portfolio i.

R(MDietz)=[V1-V0-sum(CFi)]/[V0+sum(wi*CFi)], where the denominator is given.

I used Modified Dietz method and got R=2.597%, not too bad.