+89.9%
MTZ vs TROW
-36.2%
+126.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -8.7% | +4.4% | -13.1% | -11.5% |
| 30D | -15.0% | +5.5% | -20.4% | -18.2% |
| 3M | -32.6% | -1.3% | -31.3% | -32.7% |
| 6M | -56.3% | +7.9% | -64.2% | -58.5% |
| YTD | -16.8% | +12.6% | -29.4% | -23.3% |
| 1Y | -10.0% | +13.3% | -23.4% | -17.5% |
| 3Y | +267.1% | +38.6% | +228.5% | +200.3% |
| 5Y | +89.9% | -34.7% | +124.6% | +140.8% |
| All | +89.9% | -36.2% | +126.1% | +140.8% |
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