-37.2%
TRMB vs MTCH
-73.3%
+36.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | -3.0% | +1.3% | -4.3% | -3.5% |
| 30D | +2.3% | +15.9% | -13.6% | -3.3% |
| 3M | +15.3% | +23.3% | -8.0% | +6.2% |
| 6M | -14.7% | +40.1% | -54.8% | -25.2% |
| YTD | -26.4% | +33.6% | -60.0% | -34.4% |
| 1Y | -30.4% | +14.1% | -44.5% | -34.4% |
| 3Y | +13.5% | +1.4% | +12.1% | +7.4% |
| All | -37.2% | -73.3% | +36.1% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling