+26.1%
MMM vs TROW
-38.1%
+64.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.2% |
| 7D | -2.6% | -1.5% | -1.1% | -2.0% |
| 30D | -9.3% | -5.3% | -4.0% | -7.3% |
| 3M | +5.6% | +2.9% | +2.6% | +3.9% |
| 6M | +9.5% | +22.2% | -12.7% | +0.2% |
| YTD | +4.1% | +8.1% | -4.0% | -0.1% |
| 1Y | +9.4% | +5.8% | +3.6% | +5.7% |
| 3Y | +101.0% | +14.0% | +86.9% | +84.1% |
| 5Y | +26.1% | -38.3% | +64.4% | +32.6% |
| All | +26.1% | -38.1% | +64.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling