+206.5%
FITB vs MDY
+165.3%
+41.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +2.8% | +2.3% | +0.5% | -0.3% |
| 30D | +9.8% | +2.0% | +7.8% | +6.8% |
| 3M | -5.2% | -5.6% | +0.5% | +2.1% |
| 6M | +17.3% | +1.3% | +16.0% | +14.8% |
| YTD | +19.3% | +12.3% | +7.0% | +1.9% |
| 1Y | +32.7% | +15.8% | +16.9% | +8.9% |
| 3Y | +141.6% | +56.5% | +85.1% | +31.6% |
| 5Y | +48.9% | +35.1% | +13.7% | +0.1% |
| All | +206.5% | +165.3% | +41.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling