+311.9%
MULL vs TROW
+24.8%
+287.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.9% |
| 7D | +14.8% | -1.5% | +16.3% | +16.2% |
| 30D | +36.6% | -5.3% | +41.9% | +43.9% |
| 3M | -8.9% | +2.9% | -11.8% | -16.2% |
| 6M | +311.9% | +22.2% | +289.7% | +218.7% |
| All | +311.9% | +24.8% | +287.1% | +218.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling