+420.4%
MTCH vs ACM
+228.1%
+192.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +10.4% | -12.9% | +23.4% | +14.7% |
| 3M | +21.0% | -6.4% | +27.4% | +22.7% |
| 6M | +36.6% | -29.2% | +65.8% | +50.6% |
| YTD | +29.7% | -29.9% | +59.6% | +43.2% |
| 1Y | +8.6% | -47.3% | +55.9% | +30.2% |
| 3Y | -2.7% | -19.6% | +16.9% | +2.1% |
| 5Y | -72.9% | +5.5% | -78.4% | -73.6% |
| 10Y | +185.0% | +129.7% | +55.3% | +115.9% |
| All | +420.4% | +228.1% | +192.3% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling