-15.0%
MCD vs TROW
+6.2%
-21.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.9% | -1.5% | -1.4% | -2.8% |
| 30D | -6.7% | -5.3% | -1.4% | -6.5% |
| 3M | -9.6% | +2.9% | -12.5% | -9.6% |
| 6M | -22.3% | +22.2% | -44.5% | -23.3% |
| YTD | -15.4% | +8.1% | -23.5% | -16.0% |
| All | -15.0% | +6.2% | -21.2% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling