+1,520.5%
MOD vs TROW
+129.7%
+1,390.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +6.3% | +0.4% | +5.9% | +6.0% |
| 30D | -1.7% | -4.0% | +2.4% | +1.0% |
| 3M | -30.1% | +5.0% | -35.1% | -33.5% |
| 6M | +2.7% | +24.3% | -21.6% | -12.8% |
| YTD | +44.1% | +9.8% | +34.3% | +32.7% |
| 1Y | +38.7% | +6.4% | +32.3% | +30.5% |
| 3Y | +309.8% | +15.8% | +294.0% | +267.0% |
| 5Y | +1,569.7% | -37.3% | +1,607.0% | +2,059.4% |
| 10Y | +1,520.5% | +130.6% | +1,389.8% | +696.7% |
| All | +1,520.5% | +129.7% | +1,390.8% | +696.7% |
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