-39.0%
TROW vs MTCH
-73.3%
+34.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -0.7% | +23.3% | -23.9% | -8.1% |
| 6M | +22.2% | +40.1% | -17.9% | +7.7% |
| YTD | +6.6% | +33.6% | -27.0% | -4.8% |
| 1Y | +5.8% | +14.1% | -8.3% | -0.3% |
| 3Y | +11.6% | +1.4% | +10.2% | +5.5% |
| All | -39.0% | -73.3% | +34.3% | -20.0% |
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