+4,269.4%
ACGL vs MTCH
+1,832.3%
+2,437.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -1.0% | +9.7% | -10.7% | -2.0% |
| 3M | +11.0% | +21.1% | -10.0% | +8.8% |
| 6M | -0.3% | +37.5% | -37.8% | -3.8% |
| YTD | +2.3% | +31.9% | -29.6% | -1.0% |
| 1Y | +6.4% | +14.6% | -8.2% | +4.4% |
| 3Y | +34.0% | -6.2% | +40.1% | +32.1% |
| 5Y | +161.6% | -70.6% | +232.2% | +184.5% |
| 10Y | +278.6% | +185.6% | +93.0% | +210.9% |
| All | +4,269.4% | +1,832.3% | +2,437.0% | +2,526.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling