+51.2%
MMM vs TROW
+132.8%
-81.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -3.2% | -3.0% | -0.2% | -1.9% |
| 30D | -10.7% | -5.5% | -5.2% | -8.5% |
| 3M | +4.3% | +2.3% | +2.0% | +2.8% |
| 6M | +5.9% | +23.9% | -18.0% | -4.3% |
| YTD | +3.2% | +7.9% | -4.7% | -1.3% |
| 1Y | +8.0% | +6.1% | +1.9% | +3.9% |
| 3Y | +99.1% | +13.8% | +85.3% | +82.1% |
| 5Y | +25.7% | -38.2% | +63.9% | +46.8% |
| All | +51.2% | +132.8% | -81.6% | +8.0% |
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 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