Modified Dietz method - Wikipedia, the free encyclopedia
The modified Dietz method[1] is a measure of the historical performance of an . The average capital weights individual cash flows by the amount of time from .

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Modified Dietz Method Definition | Investopedia
A method of evaluating a portfolio's return based on a weighted calculation of its cash flow. The Modified Dietz Method takes into account the timing of cash flows .

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Modified Dietz calculation for portfolio performance ...
Dec 9, 2009 . What is the Modified Dietz Method of calculating investment returns and is it . aren't as precise when you have large cash flows in a portfolio.