+227.1%
ACWI vs MTCH
+163.6%
+63.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.1% | +0.4% |
| 7D | -0.7% | +3.5% | -4.2% | -1.3% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | -2.2% | +13.7% | -15.8% | -4.6% |
| 6M | +1.9% | +17.6% | -15.7% | -1.5% |
| YTD | +12.0% | +31.8% | -19.9% | +5.7% |
| 1Y | +12.5% | +29.2% | -16.7% | +6.6% |
| 3Y | +75.4% | +46.7% | +28.7% | +59.0% |
| 5Y | +61.5% | -70.9% | +132.4% | +86.0% |
| 10Y | +227.1% | +155.1% | +72.1% | +175.1% |
| All | +227.1% | +163.6% | +63.5% | +175.1% |
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