+5,731.6%
MU vs TROW
+130.0%
+5,601.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.6% |
| 7D | -4.1% | -3.2% | -0.9% | -1.9% |
| 30D | +7.0% | -4.6% | +11.6% | +10.5% |
| 3M | -2.1% | -0.7% | -1.4% | -2.6% |
| 6M | +133.1% | +22.2% | +110.9% | +100.0% |
| YTD | +241.9% | +6.6% | +235.3% | +222.7% |
| 1Y | +548.8% | +5.8% | +542.9% | +513.0% |
| 3Y | +1,308.2% | +11.6% | +1,296.6% | +1,171.5% |
| 5Y | +1,260.7% | -38.9% | +1,299.6% | +1,737.9% |
| All | +5,731.6% | +130.0% | +5,601.6% | +4,069.6% |
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