+3.0%
MCHP vs TROW
-39.3%
+42.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +4.6% |
| 7D | 0.0% | -3.2% | +3.2% | +2.7% |
| 30D | -6.0% | -4.6% | -1.4% | -2.4% |
| 3M | -19.7% | -0.7% | -19.0% | -20.0% |
| 6M | +14.0% | +22.2% | -8.2% | -4.6% |
| YTD | +18.4% | +6.6% | +11.8% | +10.0% |
| 1Y | +17.1% | +5.8% | +11.3% | +9.8% |
| 3Y | +0.7% | +11.6% | -10.9% | -10.7% |
| All | +3.0% | -39.3% | +42.3% | +38.0% |
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