+356.8%
ACWI vs MTCH
+767.2%
-410.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +0.9% | +9.7% | -8.9% | -1.2% |
| 3M | +2.4% | +21.1% | -18.7% | -2.1% |
| 6M | +12.4% | +37.5% | -25.1% | +4.3% |
| YTD | +15.2% | +31.9% | -16.8% | +7.6% |
| 1Y | +22.7% | +14.6% | +8.2% | +18.0% |
| 3Y | +75.8% | -6.2% | +81.9% | +71.4% |
| 5Y | +67.7% | -70.6% | +138.3% | +101.8% |
| 10Y | +229.0% | +185.6% | +43.4% | +92.9% |
| All | +356.8% | +767.2% | -410.4% | +30.5% |
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