+1,065.8%
MDB vs TROW
+57.2%
+1,008.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | -2.8% | -3.0% | +0.3% | -0.6% |
| 30D | -14.9% | -5.5% | -9.4% | -11.4% |
| 3M | +7.3% | +2.3% | +5.1% | +4.9% |
| 6M | +38.2% | +23.9% | +14.3% | +16.5% |
| YTD | -10.9% | +7.9% | -18.8% | -16.6% |
| 1Y | +11.6% | +6.1% | +5.5% | +5.3% |
| 3Y | -0.9% | +13.8% | -14.7% | -13.3% |
| 5Y | -23.5% | -38.2% | +14.7% | -0.7% |
| All | +1,065.8% | +57.2% | +1,008.5% | +717.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling