-24.3%
TMF vs MTCH
+27.4%
-51.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +1.8% |
| 7D | +4.0% | -4.4% | +8.4% | +4.6% |
| 30D | +19.5% | -0.3% | +19.7% | +19.4% |
| 3M | -3.5% | -2.0% | -1.5% | -3.7% |
| 6M | -10.6% | +6.4% | -17.0% | -11.8% |
| YTD | -17.1% | +27.3% | -44.4% | -19.3% |
| 1Y | -24.3% | +30.3% | -54.6% | -25.4% |
| All | -24.3% | +27.4% | -51.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling