+429.1%
MTCH vs ACM
+252.1%
+177.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +6.7% | +5.6% | +1.0% | +4.8% |
| 30D | -1.8% | +20.8% | -22.6% | -7.5% |
| 3M | +12.2% | +11.4% | +0.8% | +8.1% |
| 6M | +16.6% | +0.9% | +15.7% | +15.2% |
| YTD | +31.8% | -24.8% | +56.7% | +42.1% |
| 1Y | +30.8% | -46.4% | +77.3% | +55.8% |
| 3Y | +49.6% | -9.2% | +58.9% | +51.0% |
| 5Y | -70.3% | +5.0% | -75.3% | -71.1% |
| 10Y | +155.1% | +130.6% | +24.5% | +92.0% |
| All | +429.1% | +252.1% | +177.0% | +221.2% |
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