+14,278.0%
TROW vs MTB
+8,245.1%
+6,032.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | -1.4% |
| 30D | -4.0% | -4.2% | +0.1% | -1.5% |
| 3M | +5.0% | +7.8% | -2.8% | -0.3% |
| 6M | +24.3% | +14.8% | +9.5% | +13.1% |
| YTD | +9.8% | +20.8% | -11.0% | -3.6% |
| 1Y | +6.4% | +23.1% | -16.7% | -7.9% |
| 3Y | +15.8% | +114.8% | -99.0% | -31.5% |
| 5Y | -37.3% | +103.3% | -140.6% | -63.8% |
| 10Y | +130.6% | +173.0% | -42.3% | -5.3% |
| All | +14,278.0% | +8,245.1% | +6,032.9% | +984.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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