-64.8%
MOD vs TROW
+5.9%
-70.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.6% |
| 7D | -25.5% | +4.3% | -29.9% | -24.5% |
| 30D | -49.0% | +4.2% | -53.2% | -48.2% |
| 3M | -49.8% | -3.4% | -46.4% | -49.4% |
| 6M | -64.8% | +4.7% | -69.4% | -65.1% |
| All | -64.8% | +5.9% | -70.7% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling