+339.1%
ACWI vs MTCH
+731.5%
-392.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.2% | +3.7% | -3.9% | -0.9% |
| 30D | -3.3% | -2.8% | -0.5% | -2.9% |
| 3M | -3.4% | +9.3% | -12.7% | -5.6% |
| 6M | +0.8% | +9.2% | -8.4% | -1.8% |
| YTD | +10.7% | +26.5% | -15.8% | +4.0% |
| 1Y | +11.6% | +22.6% | -11.0% | +5.6% |
| 3Y | +73.4% | +40.8% | +32.6% | +54.8% |
| 5Y | +60.2% | -72.9% | +133.0% | +96.6% |
| 10Y | +221.6% | +152.4% | +69.1% | +95.7% |
| All | +339.1% | +731.5% | -392.4% | +26.2% |
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 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