-68.7%
TMF vs MTCH
+871.6%
-940.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.2% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -2.8% | +9.7% | -12.6% | -2.0% |
| 3M | -10.9% | +21.1% | -32.0% | -9.3% |
| 6M | -21.3% | +37.5% | -58.8% | -18.9% |
| YTD | -15.9% | +31.9% | -47.8% | -13.5% |
| 1Y | -15.7% | +14.6% | -30.3% | -14.4% |
| 3Y | -43.4% | -6.2% | -37.2% | -43.6% |
| 5Y | -87.8% | -70.6% | -17.2% | -89.7% |
| 10Y | -86.7% | +185.6% | -272.3% | -77.3% |
| All | -68.7% | +871.6% | -940.3% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling