+2,302.1%
MULL vs TROW
-1.3%
+2,303.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +0.6% |
| 7D | -8.4% | -3.2% | -5.2% | -3.9% |
| 30D | +9.7% | -4.6% | +14.3% | +17.3% |
| 3M | -26.8% | -0.7% | -26.1% | -29.1% |
| 6M | +220.7% | +22.2% | +198.5% | +124.8% |
| YTD | +509.0% | +6.6% | +502.4% | +434.6% |
| 1Y | +1,739.5% | +5.8% | +1,733.7% | +1,515.6% |
| All | +2,302.1% | -1.3% | +2,303.5% | +1,765.8% |
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 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