+2,802.6%
MULL vs TROW
+0.2%
+2,802.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +12.8% |
| 7D | +17.3% | -1.3% | +18.6% | +18.8% |
| 30D | +23.5% | -4.5% | +28.0% | +28.8% |
| 3M | -24.0% | +3.9% | -27.9% | -28.0% |
| 6M | +276.7% | +22.6% | +254.2% | +207.8% |
| YTD | +565.1% | +10.1% | +554.9% | +516.5% |
| 1Y | +2,802.6% | +3.6% | +2,799.0% | +2,261.8% |
| All | +2,802.6% | +0.2% | +2,802.4% | +2,261.8% |
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