+1,819.7%
MOD vs TROW
+14,749.5%
-12,929.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.2% | -1.7% | +9.9% | +9.3% |
| 30D | -38.2% | +6.4% | -44.6% | -40.5% |
| 3M | -46.2% | -1.5% | -44.7% | -46.3% |
| 6M | -62.5% | +8.3% | -70.8% | -64.6% |
| YTD | -20.1% | +12.4% | -32.5% | -25.8% |
| 1Y | -29.7% | +12.4% | -42.1% | -34.7% |
| 3Y | +136.2% | +38.3% | +97.9% | +101.6% |
| 5Y | +820.4% | -35.2% | +855.5% | +995.9% |
| 10Y | +839.8% | +128.8% | +711.0% | +523.1% |
| All | +1,819.7% | +14,749.5% | -12,929.8% | +536.2% |
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