+1,218.1%
FITB vs MDY
+2,644.5%
-1,426.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.2% |
| 7D | +2.8% | +1.0% | +1.8% | +1.6% |
| 30D | -4.5% | -3.1% | -1.4% | -0.7% |
| 3M | +5.7% | +1.8% | +3.8% | +3.1% |
| 6M | +17.1% | +10.8% | +6.3% | +2.9% |
| YTD | +18.3% | +14.4% | +3.9% | 0.0% |
| 1Y | +23.9% | +15.2% | +8.7% | +3.8% |
| 3Y | +131.1% | +51.2% | +79.9% | +38.8% |
| 5Y | +71.1% | +47.2% | +23.8% | +7.4% |
| 10Y | +283.9% | +171.1% | +112.8% | +24.4% |
| All | +1,218.1% | +2,644.5% | -1,426.4% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling