+198.1%
MTCH vs ACM
+134.0%
+64.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.0% |
| 7D | +1.3% | -4.6% | +5.8% | +3.1% |
| 30D | +15.9% | +4.1% | +11.8% | +13.7% |
| 3M | +23.3% | -8.3% | +31.6% | +26.5% |
| 6M | +40.1% | -30.1% | +70.2% | +60.0% |
| YTD | +33.6% | -32.6% | +66.2% | +54.4% |
| 1Y | +14.1% | -49.6% | +63.7% | +47.5% |
| 3Y | +1.4% | -23.0% | +24.5% | +9.0% |
| 5Y | -73.1% | +2.0% | -75.1% | -73.8% |
| All | +198.1% | +134.0% | +64.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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