+2,439.3%
MAR vs TROW
+1,181.6%
+1,257.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -6.9% | -4.0% | -2.9% | -5.2% |
| 3M | -15.8% | +5.0% | -20.8% | -18.0% |
| 6M | +1.9% | +24.3% | -22.4% | -8.2% |
| YTD | +6.6% | +9.8% | -3.2% | +1.3% |
| 1Y | +23.7% | +6.4% | +17.2% | +19.0% |
| 3Y | +64.6% | +15.8% | +48.8% | +50.7% |
| 5Y | +156.4% | -37.3% | +193.6% | +200.4% |
| 10Y | +415.4% | +130.6% | +284.7% | +223.2% |
| All | +2,439.3% | +1,181.6% | +1,257.7% | +673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling