+282.0%
FITB vs MTB
+172.9%
+109.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.0% | -0.4% | -0.5% | -0.6% |
| 30D | -5.5% | -4.6% | -0.9% | -1.4% |
| 3M | +4.1% | +7.4% | -3.3% | -2.5% |
| 6M | +18.7% | +18.7% | 0.0% | +1.8% |
| YTD | +18.2% | +21.1% | -2.9% | -0.4% |
| 1Y | +23.7% | +24.1% | -0.4% | +2.0% |
| 3Y | +130.8% | +115.3% | +15.4% | +13.5% |
| 5Y | +69.8% | +106.0% | -36.3% | -16.5% |
| All | +282.0% | +172.9% | +109.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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