+11.6%
TROW vs MTCH
-0.9%
+12.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.6% |
| 7D | -3.2% | +1.3% | -4.4% | -3.6% |
| 30D | -4.6% | +15.9% | -20.5% | -8.8% |
| 3M | -0.7% | +23.3% | -23.9% | -7.0% |
| 6M | +22.2% | +40.1% | -17.9% | +9.9% |
| YTD | +6.6% | +33.6% | -27.0% | -2.9% |
| 1Y | +5.8% | +14.1% | -8.3% | +0.6% |
| 3Y | +11.6% | +1.4% | +10.2% | +5.1% |
| All | +11.6% | -0.9% | +12.5% | +5.1% |
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