+40.4%
MXL vs TROW
-39.3%
+79.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +8.6% |
| 7D | +18.9% | -3.2% | +22.0% | +22.2% |
| 30D | +0.3% | -4.6% | +4.9% | +4.3% |
| 3M | -8.0% | -0.7% | -7.4% | -10.3% |
| 6M | +341.2% | +22.2% | +319.0% | +252.6% |
| YTD | +327.8% | +6.6% | +321.2% | +286.9% |
| 1Y | +364.9% | +5.8% | +359.1% | +324.8% |
| 3Y | +229.2% | +11.6% | +217.6% | +182.5% |
| All | +40.4% | -39.3% | +79.7% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling