+210.4%
MGY vs TROW
+98.1%
+112.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +3.5% | -3.2% | +6.7% | +5.3% |
| 30D | +5.3% | -4.6% | +9.9% | +7.8% |
| 3M | +2.6% | -0.7% | +3.3% | +1.5% |
| 6M | -3.3% | +22.2% | -25.5% | -15.4% |
| YTD | +29.2% | +6.6% | +22.6% | +21.0% |
| 1Y | +18.0% | +5.8% | +12.2% | +10.8% |
| 3Y | +30.0% | +11.6% | +18.4% | +16.0% |
| 5Y | +92.7% | -38.9% | +131.6% | +141.1% |
| All | +210.4% | +98.1% | +112.3% | +142.0% |
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