+68.4%
FITB vs MKC
-34.7%
+103.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.4% | -4.3% | +3.9% | +0.6% |
| 30D | -5.1% | -3.1% | -2.0% | -4.5% |
| 3M | +3.5% | +6.8% | -3.3% | +1.5% |
| 6M | +17.2% | -18.3% | +35.6% | +22.8% |
| YTD | +17.6% | -23.1% | +40.7% | +24.7% |
| 1Y | +23.4% | -23.7% | +47.0% | +30.8% |
| 3Y | +129.7% | -31.0% | +160.7% | +148.4% |
| 5Y | +68.4% | -33.5% | +101.9% | +84.3% |
| All | +68.4% | -34.7% | +103.1% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling