+0.1%
MTCH vs ACM
-23.7%
+23.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -1.4% | -5.9% | +4.5% | +0.9% |
| 30D | +13.6% | -6.2% | +19.8% | +16.0% |
| 3M | +22.4% | -7.9% | +30.3% | +25.1% |
| 6M | +37.2% | -30.6% | +67.8% | +58.3% |
| YTD | +31.8% | -33.3% | +65.1% | +54.3% |
| 1Y | +12.9% | -49.2% | +62.1% | +48.5% |
| All | +0.1% | -23.7% | +23.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling