+284.0%
FITB vs MKC
+29.9%
+254.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | -5.7% | -3.1% | -2.6% | -5.0% |
| 3M | +3.2% | +5.2% | -2.0% | +1.4% |
| 6M | +23.4% | -12.8% | +36.2% | +27.4% |
| YTD | +18.8% | -23.3% | +42.1% | +26.7% |
| 1Y | +25.0% | -24.1% | +49.1% | +33.4% |
| 3Y | +131.2% | -32.1% | +163.3% | +152.3% |
| 5Y | +70.7% | -32.8% | +103.5% | +84.1% |
| All | +284.0% | +29.9% | +254.2% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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