+9.3%
MCO vs TROW
+17.3%
-8.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.1% | +2.0% |
| 7D | +10.7% | +8.2% | +2.5% | +6.6% |
| 30D | +17.9% | +8.3% | +9.6% | +13.4% |
| 3M | +9.5% | -1.6% | +11.0% | +10.0% |
| 6M | +18.1% | +11.9% | +6.2% | +10.5% |
| YTD | +4.1% | +14.3% | -10.2% | -3.1% |
| 1Y | +9.3% | +17.0% | -7.7% | +0.7% |
| All | +9.3% | +17.3% | -8.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling