-42.3%
TMF vs MTCH
-3.6%
-38.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | -1.8% | +10.4% | -12.3% | -3.1% |
| 3M | -8.2% | +21.0% | -29.2% | -10.7% |
| 6M | -19.5% | +36.6% | -56.1% | -22.8% |
| YTD | -16.0% | +29.7% | -45.6% | -19.0% |
| 1Y | -22.5% | +8.6% | -31.1% | -23.6% |
| 3Y | -42.3% | -2.7% | -39.6% | -50.1% |
| All | -42.3% | -3.6% | -38.6% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling