+68.4%
FITB vs MDY
+45.8%
+22.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.7% |
| 7D | -0.4% | -0.8% | +0.4% | +0.5% |
| 30D | -5.1% | -3.9% | -1.3% | -0.7% |
| 3M | +3.5% | 0.0% | +3.6% | +3.4% |
| 6M | +17.2% | +8.5% | +8.7% | +6.2% |
| YTD | +17.6% | +13.2% | +4.4% | +1.5% |
| 1Y | +23.4% | +15.0% | +8.3% | +4.4% |
| 3Y | +129.7% | +49.6% | +80.2% | +42.1% |
| 5Y | +68.4% | +46.0% | +22.4% | +8.1% |
| All | +68.4% | +45.8% | +22.6% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling