-72.6%
MTCH vs ACM
+2.7%
-75.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +2.3% |
| 7D | -2.4% | -3.7% | +1.3% | -0.4% |
| 30D | +12.8% | -12.7% | +25.5% | +20.4% |
| 3M | +20.0% | -9.8% | +29.8% | +25.2% |
| 6M | +34.7% | -31.4% | +66.1% | +64.6% |
| YTD | +30.6% | -32.1% | +62.6% | +59.3% |
| 1Y | +10.9% | -47.8% | +58.8% | +58.0% |
| 3Y | -2.0% | -22.1% | +20.0% | +1.1% |
| 5Y | -72.6% | +1.8% | -74.4% | -77.5% |
| All | -72.6% | +2.7% | -75.4% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling