+276.3%
ACGL vs MTCH
+188.8%
+87.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | -2.2% | +12.8% | -15.0% | -3.4% |
| 3M | +6.3% | +20.0% | -13.6% | +4.2% |
| 6M | +0.5% | +34.7% | -34.2% | -2.7% |
| YTD | +0.2% | +30.6% | -30.4% | -2.9% |
| 1Y | +7.3% | +10.9% | -3.7% | +5.6% |
| 3Y | +30.8% | -2.0% | +32.9% | +28.7% |
| 5Y | +155.8% | -72.6% | +228.4% | +187.5% |
| 10Y | +276.3% | +197.9% | +78.5% | +243.7% |
| All | +276.3% | +188.8% | +87.6% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling