+168.3%
MTZ vs TROW
+14.8%
+153.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.0% |
| 7D | +3.6% | +0.4% | +3.1% | +3.2% |
| 30D | -9.6% | -4.0% | -5.6% | -7.1% |
| 3M | -31.9% | +5.0% | -36.9% | -34.1% |
| 6M | -13.8% | +24.3% | -38.1% | -25.8% |
| YTD | +13.3% | +9.8% | +3.5% | +5.4% |
| 1Y | +39.3% | +6.4% | +32.8% | +32.4% |
| 3Y | +168.3% | +15.8% | +152.5% | +136.0% |
| All | +168.3% | +14.8% | +153.6% | +136.0% |
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