+3,134.4%
MTZ vs TROW
+14,446.5%
-11,312.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.0% |
| 30D | -11.1% | -4.5% | -6.6% | -9.3% |
| 3M | -36.7% | +3.9% | -40.6% | -37.6% |
| 6M | -21.9% | +22.6% | -44.5% | -28.5% |
| YTD | +9.1% | +10.1% | -1.0% | +4.4% |
| 1Y | +30.0% | +3.6% | +26.4% | +27.6% |
| 3Y | +138.5% | +12.4% | +126.0% | +126.4% |
| 5Y | +158.3% | -37.5% | +195.8% | +206.9% |
| 10Y | +700.8% | +130.0% | +570.8% | +458.6% |
| All | +3,134.4% | +14,446.5% | -11,312.1% | +696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling