+114.4%
MTUM vs TROW
+11.3%
+103.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | -2.4% | -4.6% | +2.2% | -0.6% |
| 3M | -3.6% | -0.7% | -3.0% | -4.2% |
| 6M | +23.7% | +22.2% | +1.5% | +12.2% |
| YTD | +22.9% | +6.6% | +16.3% | +17.9% |
| 1Y | +21.8% | +5.8% | +15.9% | +17.0% |
| 3Y | +114.4% | +11.6% | +102.8% | +97.7% |
| All | +114.4% | +11.3% | +103.1% | +97.7% |
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