+191.0%
MOD vs TROW
+37.3%
+153.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.2% | +27.4% |
| 7D | +40.4% | +0.5% | +39.9% | +40.2% |
| 30D | -14.0% | +9.3% | -23.3% | -21.0% |
| 3M | -33.3% | -0.9% | -32.4% | -33.6% |
| 6M | -51.4% | +8.3% | -59.8% | -56.2% |
| YTD | +1.6% | +10.6% | -9.0% | -11.0% |
| 1Y | +5.4% | +10.5% | -5.2% | -7.9% |
| 3Y | +191.0% | +36.5% | +154.5% | +113.7% |
| All | +191.0% | +37.3% | +153.7% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling