+1,530.3%
MOD vs TROW
-37.5%
+1,567.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +9.6% | -1.3% | +10.9% | +10.5% |
| 30D | 0.0% | -4.5% | +4.5% | +2.9% |
| 3M | -35.4% | +3.9% | -39.2% | -37.8% |
| 6M | -7.3% | +22.6% | -29.8% | -19.8% |
| YTD | +45.8% | +10.1% | +35.7% | +34.4% |
| 1Y | +43.1% | +3.6% | +39.6% | +37.3% |
| 3Y | +297.7% | +12.4% | +285.3% | +262.3% |
| All | +1,530.3% | -37.5% | +1,567.8% | +1,627.6% |
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