+1,384.0%
MU vs TROW
+12.9%
+1,371.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.9% |
| 7D | +7.5% | -1.5% | +9.0% | +8.6% |
| 30D | +19.4% | -5.3% | +24.7% | +24.1% |
| 3M | +9.8% | +2.9% | +6.9% | +6.1% |
| 6M | +164.1% | +22.2% | +141.9% | +123.4% |
| YTD | +260.3% | +8.1% | +252.2% | +234.4% |
| 1Y | +661.2% | +5.8% | +655.4% | +614.5% |
| All | +1,384.0% | +12.9% | +1,371.2% | +1,175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling