+177.5%
MCD vs TROW
+132.8%
+44.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.5% | -3.0% | +0.5% | -1.8% |
| 30D | -7.0% | -5.5% | -1.6% | -5.8% |
| 3M | -9.8% | +2.3% | -12.1% | -10.5% |
| 6M | -21.8% | +23.9% | -45.7% | -26.1% |
| YTD | -15.6% | +7.9% | -23.5% | -17.7% |
| 1Y | -15.2% | +6.1% | -21.3% | -17.1% |
| 3Y | -2.6% | +13.8% | -16.4% | -8.0% |
| 5Y | +18.9% | -38.2% | +57.1% | +31.7% |
| All | +177.5% | +132.8% | +44.7% | +121.9% |
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