+19.3%
ACI vs MTCH
-56.7%
+75.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -5.0% | -2.4% | -2.7% | -5.0% |
| 30D | -2.3% | +12.8% | -15.1% | -2.7% |
| 3M | -23.2% | +20.0% | -43.2% | -23.7% |
| 6M | -29.5% | +34.7% | -64.2% | -30.2% |
| YTD | -28.6% | +30.6% | -59.2% | -29.3% |
| 1Y | -34.0% | +10.9% | -45.0% | -34.4% |
| 3Y | -45.0% | -2.0% | -42.9% | -45.3% |
| 5Y | -44.0% | -72.6% | +28.6% | -45.4% |
| All | +19.3% | -56.7% | +75.9% | +14.3% |
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