+5,979.9%
MCD vs TROW
+14,446.5%
-8,466.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -6.0% | -4.5% | -1.5% | -5.3% |
| 3M | -5.6% | +3.9% | -9.4% | -6.4% |
| 6M | -21.9% | +22.6% | -44.4% | -24.9% |
| YTD | -14.7% | +10.1% | -24.8% | -16.6% |
| 1Y | -17.3% | +3.6% | -20.9% | -18.3% |
| 3Y | -2.2% | +12.4% | -14.6% | -5.8% |
| 5Y | +20.3% | -37.5% | +57.8% | +26.3% |
| 10Y | +180.7% | +130.0% | +50.8% | +130.2% |
| All | +5,979.9% | +14,446.5% | -8,466.6% | +2,482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling