-3.3%
MGY vs TROW
+22.4%
-25.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | -0.5% |
| 7D | +3.5% | -3.2% | +6.7% | +1.5% |
| 30D | +5.3% | -4.6% | +9.9% | +2.3% |
| 3M | +2.6% | -0.7% | +3.3% | +1.7% |
| 6M | -3.3% | +22.2% | -25.5% | +9.2% |
| All | -3.3% | +22.4% | -25.7% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling