+149.4%
MAR vs TROW
-39.3%
+188.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | -0.5% | -3.2% | +2.6% | +1.0% |
| 30D | -5.4% | -4.6% | -0.8% | -3.3% |
| 3M | -15.5% | -0.7% | -14.8% | -15.7% |
| 6M | +3.0% | +22.2% | -19.2% | -7.3% |
| YTD | +8.5% | +6.6% | +1.9% | +4.0% |
| 1Y | +26.0% | +5.8% | +20.1% | +21.0% |
| 3Y | +68.6% | +11.6% | +57.0% | +55.4% |
| All | +149.4% | -39.3% | +188.7% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling