-45.7%
ACI vs MTCH
-2.2%
-43.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -7.1% | -1.4% | -5.6% | -7.0% |
| 30D | -4.5% | +13.6% | -18.1% | -5.1% |
| 3M | -22.3% | +22.4% | -44.7% | -22.9% |
| 6M | -28.4% | +37.2% | -65.6% | -29.3% |
| YTD | -29.5% | +31.8% | -61.3% | -30.4% |
| 1Y | -34.2% | +12.9% | -47.1% | -34.7% |
| All | -45.7% | -2.2% | -43.4% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling