+166.4%
MTZ vs TROW
-36.6%
+203.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.0% |
| 7D | +3.6% | +0.4% | +3.1% | +3.3% |
| 30D | -9.6% | -4.0% | -5.6% | -7.6% |
| 3M | -31.9% | +5.0% | -36.9% | -33.7% |
| 6M | -13.8% | +24.3% | -38.1% | -23.8% |
| YTD | +13.3% | +9.8% | +3.5% | +6.9% |
| 1Y | +39.3% | +6.4% | +32.8% | +33.6% |
| 3Y | +168.3% | +15.8% | +152.5% | +142.9% |
| 5Y | +166.4% | -37.3% | +203.7% | +231.7% |
| All | +166.4% | -36.6% | +203.0% | +231.7% |
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 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