-14.3%
MTZ vs TROW
+17.3%
-31.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.0% | -21.4% | -17.1% |
| 7D | -7.4% | +8.2% | -15.6% | -10.3% |
| 30D | -23.6% | +8.3% | -31.9% | -26.1% |
| 3M | -38.3% | -1.6% | -36.7% | -37.2% |
| 6M | -60.6% | +11.9% | -72.5% | -61.4% |
| YTD | -22.9% | +14.3% | -37.2% | -26.6% |
| 1Y | -14.3% | +17.0% | -31.3% | -19.2% |
| All | -14.3% | +17.3% | -31.6% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling