+154.3%
MP vs TROW
+15.1%
+139.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.2% |
| 7D | -2.9% | -1.3% | -1.5% | -1.8% |
| 30D | +13.8% | -4.5% | +18.3% | +18.2% |
| 3M | -16.7% | +3.9% | -20.6% | -20.3% |
| 6M | -11.5% | +22.6% | -34.1% | -26.5% |
| YTD | +7.9% | +10.1% | -2.2% | -2.7% |
| 1Y | -15.0% | +3.6% | -18.6% | -19.2% |
| All | +154.3% | +15.1% | +139.3% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling