-15.1%
MP vs TROW
-38.9%
+23.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.2% |
| 7D | -10.5% | +4.3% | -14.9% | -14.2% |
| 30D | -23.5% | +4.2% | -27.7% | -26.5% |
| 3M | -25.4% | -3.4% | -22.0% | -23.7% |
| 6M | -51.3% | +4.7% | -55.9% | -54.0% |
| YTD | -29.9% | +10.1% | -40.0% | -37.0% |
| 1Y | -31.8% | +11.7% | -43.5% | -39.6% |
| 3Y | +127.0% | +32.5% | +94.5% | +71.2% |
| All | -15.1% | -38.9% | +23.8% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling