+886.3%
MOD vs TROW
+136.0%
+750.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -17.8% | +4.4% | -22.2% | -21.1% |
| 30D | -43.2% | +5.5% | -48.7% | -45.9% |
| 3M | -46.0% | -1.3% | -44.7% | -46.2% |
| 6M | -62.2% | +7.9% | -70.1% | -65.1% |
| YTD | -22.8% | +12.6% | -35.4% | -30.8% |
| 1Y | -35.5% | +13.3% | -48.8% | -42.5% |
| 3Y | +128.2% | +38.6% | +89.7% | +80.0% |
| 5Y | +791.6% | -34.7% | +826.3% | +1,014.1% |
| 10Y | +886.3% | +129.9% | +756.4% | +463.7% |
| All | +886.3% | +136.0% | +750.4% | +463.7% |
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