+130.0%
FITB vs MKC
-31.7%
+161.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -5.5% | -3.4% | -2.1% | -4.9% |
| 3M | +4.1% | +3.8% | +0.3% | +3.0% |
| 6M | +18.7% | -17.9% | +36.7% | +23.7% |
| YTD | +18.2% | -23.6% | +41.8% | +24.7% |
| 1Y | +23.7% | -23.1% | +46.7% | +30.0% |
| All | +130.0% | -31.7% | +161.7% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling