+3,091.3%
MLM vs TROW
+5,967.7%
-2,876.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | -4.1% | +4.3% | -8.5% | -5.6% |
| 30D | +8.2% | +4.2% | +4.0% | +6.5% |
| 3M | -3.6% | -3.4% | -0.2% | -2.4% |
| 6M | -15.6% | +4.7% | -20.2% | -17.2% |
| YTD | -16.4% | +10.1% | -26.5% | -19.8% |
| 1Y | -14.3% | +11.7% | -26.1% | -18.3% |
| 3Y | +19.3% | +32.5% | -13.2% | +5.5% |
| 5Y | +29.6% | -38.5% | +68.1% | +48.6% |
| 10Y | +189.9% | +148.0% | +41.9% | +100.2% |
| All | +3,091.3% | +5,967.7% | -2,876.3% | +1,031.1% |
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