+6,923.6%
MCK vs TROW
+5,891.3%
+1,032.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -2.9% | -3.2% | +0.3% | -2.2% |
| 30D | +0.4% | -4.6% | +5.0% | +1.5% |
| 3M | +12.1% | -0.7% | +12.8% | +12.0% |
| 6M | -5.4% | +22.2% | -27.7% | -10.2% |
| YTD | +7.8% | +6.6% | +1.2% | +5.4% |
| 1Y | +22.9% | +5.8% | +17.1% | +20.1% |
| 3Y | +110.7% | +11.6% | +99.1% | +98.9% |
| 5Y | +346.2% | -38.9% | +385.1% | +374.3% |
| 10Y | +440.1% | +128.5% | +311.6% | +310.0% |
| All | +6,923.6% | +5,891.3% | +1,032.3% | +2,881.5% |
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