+4,407.5%
MU vs TROW
+122.3%
+4,285.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.0% |
| 7D | +12.8% | +0.5% | +12.3% | +12.4% |
| 30D | -14.9% | +9.3% | -24.2% | -20.4% |
| 3M | -18.0% | -0.9% | -17.1% | -17.7% |
| 6M | -3.1% | +8.3% | -11.5% | -9.7% |
| YTD | +172.9% | +10.6% | +162.3% | +150.2% |
| 1Y | +228.8% | +10.5% | +218.3% | +200.6% |
| 3Y | +950.8% | +36.5% | +914.3% | +722.6% |
| 5Y | +931.3% | -37.1% | +968.3% | +1,273.8% |
| All | +4,407.5% | +122.3% | +4,285.3% | +2,862.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling