+2,581.4%
MULL vs TROW
0.0%
+2,581.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +7.7% |
| 7D | +14.8% | -1.5% | +16.3% | +17.0% |
| 30D | +36.6% | -5.3% | +41.9% | +47.2% |
| 3M | -8.9% | +2.9% | -11.8% | -16.4% |
| 6M | +311.9% | +22.2% | +289.7% | +188.5% |
| YTD | +579.8% | +8.1% | +571.8% | +484.4% |
| 1Y | +2,421.5% | +5.8% | +2,415.7% | +2,119.0% |
| All | +2,581.4% | 0.0% | +2,581.4% | +1,939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling