+339.0%
MCK vs TROW
-39.3%
+378.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -2.9% | -3.2% | +0.3% | -2.8% |
| 30D | +0.4% | -4.6% | +5.0% | +0.6% |
| 3M | +12.1% | -0.7% | +12.8% | +12.1% |
| 6M | -5.4% | +22.2% | -27.7% | -6.1% |
| YTD | +7.8% | +6.6% | +1.2% | +7.6% |
| 1Y | +22.9% | +5.8% | +17.1% | +22.7% |
| 3Y | +110.7% | +11.6% | +99.1% | +108.8% |
| All | +339.0% | -39.3% | +378.3% | +406.3% |
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