-17.9%
MLM vs TROW
+6.5%
-24.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.1% |
| 3M | -7.4% | +5.0% | -12.4% | -8.7% |
| 6M | -15.8% | +24.3% | -40.1% | -21.7% |
| YTD | -17.4% | +9.8% | -27.2% | -21.2% |
| 1Y | -17.9% | +6.4% | -24.3% | -20.8% |
| All | -17.9% | +6.5% | -24.4% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling