+206.2%
MLM vs TROW
+129.7%
+76.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -6.5% | -4.0% | -2.5% | -4.6% |
| 3M | -7.4% | +5.0% | -12.4% | -10.0% |
| 6M | -15.8% | +24.3% | -40.1% | -24.9% |
| YTD | -17.4% | +9.8% | -27.2% | -21.9% |
| 1Y | -17.9% | +6.4% | -24.3% | -21.4% |
| 3Y | +18.9% | +15.8% | +3.1% | +6.4% |
| 5Y | +43.4% | -37.3% | +80.7% | +72.2% |
| 10Y | +206.2% | +130.6% | +75.6% | +58.9% |
| All | +206.2% | +129.7% | +76.5% | +58.9% |
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