+265.1%
MU vs TROW
+17.3%
+247.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.0% | -13.0% | -9.5% |
| 7D | -19.1% | +8.2% | -27.4% | -22.2% |
| 30D | -25.2% | +8.3% | -33.6% | -28.1% |
| 3M | -10.9% | -1.6% | -9.3% | -10.0% |
| 6M | +38.0% | +11.9% | +26.1% | +28.8% |
| YTD | +178.8% | +14.3% | +164.5% | +161.0% |
| 1Y | +265.1% | +17.0% | +248.1% | +235.8% |
| All | +265.1% | +17.3% | +247.9% | +235.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling