+205.9%
MCD vs TROW
+130.0%
+75.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.9% | -1.7% | -0.3% | -1.5% |
| 30D | +16.6% | +6.4% | +10.2% | +14.8% |
| 3M | +0.9% | -1.5% | +2.4% | +1.3% |
| 6M | +1.5% | +8.3% | -6.8% | -0.8% |
| YTD | -8.3% | +12.4% | -20.7% | -11.6% |
| 1Y | -8.1% | +12.4% | -20.5% | -11.4% |
| 3Y | +10.3% | +38.3% | -28.0% | -1.1% |
| 5Y | +23.4% | -35.2% | +58.6% | +35.6% |
| 10Y | +205.9% | +128.8% | +77.1% | +145.1% |
| All | +205.9% | +130.0% | +75.9% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling