+225.4%
ACWI vs MTCH
+203.9%
+21.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | -1.3% | +13.6% | -14.9% | -3.5% |
| 3M | +5.0% | +22.4% | -17.4% | +1.0% |
| 6M | +11.7% | +37.2% | -25.5% | +5.3% |
| YTD | +13.0% | +31.8% | -18.8% | +6.9% |
| 1Y | +19.2% | +12.9% | +6.3% | +15.8% |
| 3Y | +75.0% | -1.1% | +76.1% | +69.9% |
| 5Y | +67.1% | -73.5% | +140.6% | +95.1% |
| All | +225.4% | +203.9% | +21.5% | +159.4% |
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