+3,565.2%
MOD vs TROW
+14,446.5%
-10,881.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | +9.6% | -1.3% | +10.9% | +10.3% |
| 30D | 0.0% | -4.5% | +4.5% | +2.2% |
| 3M | -35.4% | +3.9% | -39.2% | -37.1% |
| 6M | -7.3% | +22.6% | -29.8% | -16.6% |
| YTD | +45.8% | +10.1% | +35.7% | +37.8% |
| 1Y | +43.1% | +3.6% | +39.6% | +39.4% |
| 3Y | +297.7% | +12.4% | +285.3% | +278.1% |
| 5Y | +1,478.8% | -37.5% | +1,516.2% | +1,821.0% |
| 10Y | +1,633.4% | +130.0% | +1,503.4% | +1,057.9% |
| All | +3,565.2% | +14,446.5% | -10,881.2% | +1,136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling