-81.0%
TMF vs MTCH
+142.9%
-223.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.2% | +0.1% |
| 7D | -3.4% | +3.5% | -6.9% | -3.4% |
| 30D | +11.5% | +0.3% | +11.2% | +11.5% |
| 3M | -4.5% | +13.7% | -18.2% | -4.5% |
| 6M | -15.0% | +17.6% | -32.6% | -14.9% |
| YTD | -19.9% | +31.8% | -51.7% | -19.8% |
| 1Y | -26.6% | +29.2% | -55.8% | -26.5% |
| 3Y | -29.8% | +46.7% | -76.5% | -29.5% |
| 5Y | -88.2% | -70.9% | -17.3% | -89.2% |
| All | -81.0% | +142.9% | -223.9% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling