+32.7%
FITB vs MTB
+21.0%
+11.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.5% |
| 7D | +2.8% | +1.5% | +1.2% | +1.1% |
| 30D | +9.8% | +2.3% | +7.4% | +7.1% |
| 3M | -5.2% | -12.1% | +7.0% | +8.8% |
| 6M | +17.3% | +9.8% | +7.5% | +5.4% |
| YTD | +19.3% | +12.0% | +7.3% | +6.0% |
| 1Y | +32.7% | +22.0% | +10.7% | +7.4% |
| All | +32.7% | +21.0% | +11.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling