+7,173.7%
MCO vs TROW
+5,688.8%
+1,484.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -7.3% | -3.0% | -4.3% | -6.2% |
| 30D | -1.7% | -5.5% | +3.7% | +0.6% |
| 3M | +3.9% | +2.3% | +1.7% | +2.8% |
| 6M | +3.8% | +23.9% | -20.1% | -5.2% |
| YTD | -7.9% | +7.9% | -15.8% | -11.1% |
| 1Y | -6.8% | +6.1% | -13.0% | -9.7% |
| 3Y | +40.9% | +13.8% | +27.1% | +31.4% |
| 5Y | +27.5% | -38.2% | +65.7% | +49.0% |
| 10Y | +381.4% | +131.3% | +250.1% | +237.0% |
| All | +7,173.7% | +5,688.8% | +1,484.9% | +2,737.1% |
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