+475.1%
MULL vs TROW
+17.3%
+457.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.0% | -19.7% | -18.9% |
| 7D | -35.9% | +8.2% | -44.2% | -41.2% |
| 30D | -47.3% | +8.3% | -55.7% | -51.6% |
| 3M | -30.6% | -1.6% | -29.0% | -29.5% |
| 6M | +13.7% | +11.9% | +1.8% | -1.3% |
| YTD | +272.1% | +14.3% | +257.8% | +229.8% |
| 1Y | +475.1% | +17.0% | +458.1% | +391.9% |
| All | +475.1% | +17.3% | +457.8% | +391.9% |
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