+21.6%
ACI vs MTCH
-55.7%
+77.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +3.2% |
| 7D | -3.7% | +1.3% | -5.0% | -3.8% |
| 30D | +0.6% | +15.9% | -15.3% | 0.0% |
| 3M | -20.3% | +23.3% | -43.6% | -20.9% |
| 6M | -24.7% | +40.1% | -64.8% | -25.6% |
| YTD | -27.2% | +33.6% | -60.8% | -28.0% |
| 1Y | -32.7% | +14.1% | -46.8% | -33.1% |
| 3Y | -43.9% | +1.4% | -45.3% | -44.3% |
| 5Y | -38.9% | -73.1% | +34.3% | -40.5% |
| All | +21.6% | -55.7% | +77.3% | +16.4% |
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 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