+153.5%
MLM vs TROW
+153.2%
+0.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.4% |
| 7D | -3.8% | +4.7% | -8.5% | -6.0% |
| 30D | +11.0% | +5.4% | +5.6% | +8.1% |
| 3M | -3.1% | -1.6% | -1.5% | -2.4% |
| 6M | -9.8% | +7.8% | -17.6% | -13.5% |
| YTD | -14.4% | +12.6% | -26.9% | -20.1% |
| 1Y | -12.6% | +13.6% | -26.2% | -18.9% |
| 3Y | +19.7% | +36.6% | -16.8% | -1.3% |
| 5Y | +29.8% | -36.7% | +66.5% | +54.8% |
| 10Y | +153.5% | +136.3% | +17.2% | +42.3% |
| All | +153.5% | +153.2% | +0.3% | +42.3% |
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