-35.5%
MOD vs TROW
+13.0%
-48.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -17.8% | +4.4% | -22.2% | -18.8% |
| 30D | -43.2% | +5.5% | -48.7% | -44.1% |
| 3M | -46.0% | -1.3% | -44.7% | -45.4% |
| 6M | -62.2% | +7.9% | -70.1% | -64.4% |
| YTD | -22.8% | +12.6% | -35.4% | -33.0% |
| 1Y | -35.5% | +13.3% | -48.8% | -44.6% |
| All | -35.5% | +13.0% | -48.4% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling