+264.6%
MP vs TROW
+13.3%
+251.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.0% |
| 7D | -3.6% | +4.4% | -8.0% | -7.5% |
| 30D | -21.0% | +5.5% | -26.4% | -24.7% |
| 3M | -33.3% | -1.3% | -32.0% | -33.0% |
| 6M | -45.9% | +7.9% | -53.8% | -50.2% |
| YTD | -27.8% | +12.6% | -40.5% | -36.1% |
| 1Y | -43.2% | +13.3% | -56.5% | -50.1% |
| 3Y | +144.0% | +38.6% | +105.5% | +79.4% |
| 5Y | -6.1% | -34.7% | +28.6% | +28.4% |
| All | +264.6% | +13.3% | +251.3% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling