+6,406.5%
MCD vs TROW
+14,418.2%
-8,011.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +16.0% | +6.7% | +9.3% | +14.7% |
| 3M | 0.0% | -1.7% | +1.6% | +0.2% |
| 6M | +0.9% | +7.8% | -6.9% | -0.6% |
| YTD | -8.7% | +9.9% | -18.6% | -10.7% |
| 1Y | -8.6% | +8.7% | -17.3% | -10.4% |
| 3Y | +9.9% | +35.2% | -25.4% | +2.3% |
| 5Y | +22.6% | -37.5% | +60.1% | +28.9% |
| 10Y | +204.6% | +123.7% | +80.9% | +151.1% |
| All | +6,406.5% | +14,418.2% | -8,011.7% | +2,664.1% |
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