+65.8%
MAR vs TROW
+12.7%
+53.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -2.1% | -3.0% | +0.9% | -0.6% |
| 30D | -5.7% | -5.5% | -0.2% | -2.9% |
| 3M | -14.6% | +2.3% | -16.9% | -16.2% |
| 6M | +1.3% | +23.9% | -22.6% | -10.5% |
| YTD | +6.7% | +7.9% | -1.2% | +1.0% |
| 1Y | +26.4% | +6.1% | +20.3% | +20.5% |
| All | +65.8% | +12.7% | +53.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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