+11.6%
TROW vs MKTX
-25.3%
+36.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | -0.2% | -2.9% | -3.2% |
| 30D | -4.6% | +0.7% | -5.3% | -4.7% |
| 3M | -0.7% | +40.8% | -41.4% | -3.6% |
| 6M | +22.2% | -8.0% | +30.2% | +23.5% |
| YTD | +6.6% | -8.7% | +15.4% | +7.8% |
| 1Y | +5.8% | -11.8% | +17.7% | +7.4% |
| 3Y | +11.6% | -24.0% | +35.6% | +11.1% |
| All | +11.6% | -25.3% | +36.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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