+3,180.7%
TRMB vs MTCH
+14,357.7%
-11,177.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -1.2% | +10.4% | -11.7% | -3.3% |
| 3M | +9.6% | +21.0% | -11.4% | +5.1% |
| 6M | -16.1% | +36.6% | -52.7% | -21.6% |
| YTD | -25.0% | +29.7% | -54.7% | -29.2% |
| 1Y | -27.7% | +8.6% | -36.3% | -29.1% |
| 3Y | +15.3% | -2.7% | +18.0% | +13.6% |
| 5Y | -37.4% | -72.9% | +35.5% | -22.9% |
| 10Y | +117.5% | +185.0% | -67.5% | +59.6% |
| All | +3,180.7% | +14,357.7% | -11,177.0% | +1,746.6% |
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