Modified Dietz Return Calculator

Calculate portfolio returns using the Modified Dietz method with time-weighted cash flows.

Portfolio Values

Beginning Value

Ending Value

Total Days in Period

Amount 1

Day

Amount 2

Day

Formula: (EV - BV - CF) / (BV + Weighted CF)

Modified Dietz Return

+6.60%

Annualized: +6.60%

Net Gain

$7,000.00

Avg Weight

71.2%

Beginning Value$100,000.00

Total Cash Flows$8,000.00

Weighted Cash Flows$6,109.59

Ending Value$115,000.00

Investment Gain$7,000.00