+195.2%
MCD vs TROW
+120.8%
+74.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +16.0% | +6.7% | +9.3% | +14.2% |
| 3M | 0.0% | -1.7% | +1.6% | +0.3% |
| 6M | +0.9% | +7.8% | -6.9% | -1.2% |
| YTD | -8.7% | +9.9% | -18.6% | -11.5% |
| 1Y | -8.6% | +8.7% | -17.3% | -11.1% |
| 3Y | +9.9% | +35.2% | -25.4% | -1.0% |
| 5Y | +22.6% | -37.5% | +60.1% | +36.1% |
| All | +195.2% | +120.8% | +74.4% | +145.2% |
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