+767.6%
MTZ vs TROW
+133.2%
+634.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.2% |
| 7D | +2.3% | -1.5% | +3.8% | +3.2% |
| 30D | -10.3% | -5.3% | -5.0% | -7.3% |
| 3M | -31.8% | +2.9% | -34.8% | -33.0% |
| 6M | -19.2% | +22.2% | -41.4% | -28.8% |
| YTD | +10.7% | +8.1% | +2.6% | +4.7% |
| 1Y | +37.5% | +5.8% | +31.7% | +31.6% |
| 3Y | +162.4% | +14.0% | +148.3% | +137.2% |
| 5Y | +166.3% | -38.3% | +204.6% | +246.6% |
| All | +767.6% | +133.2% | +634.4% | +292.5% |
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 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