+20.4%
MCD vs TROW
-36.6%
+57.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -6.1% | -4.0% | -2.1% | -5.6% |
| 3M | -7.3% | +5.0% | -12.3% | -8.1% |
| 6M | -20.9% | +24.3% | -45.3% | -23.7% |
| YTD | -14.7% | +9.8% | -24.4% | -16.2% |
| 1Y | -16.1% | +6.4% | -22.6% | -17.3% |
| 3Y | -1.5% | +15.8% | -17.3% | -5.0% |
| 5Y | +20.4% | -37.3% | +57.7% | +28.8% |
| All | +20.4% | -36.6% | +57.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling