+154.7%
ACGL vs MTCH
-72.7%
+227.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | -2.8% | +10.4% | -13.3% | -3.4% |
| 3M | +6.8% | +21.0% | -14.2% | +5.5% |
| 6M | -1.5% | +36.6% | -38.2% | -3.6% |
| YTD | -0.2% | +29.7% | -29.9% | -2.0% |
| 1Y | +5.3% | +8.6% | -3.3% | +4.5% |
| 3Y | +30.3% | -2.7% | +33.0% | +29.7% |
| All | +154.7% | -72.7% | +227.4% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling