+131.1%
FITB vs MTB
+118.5%
+12.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +2.8% | +2.8% | +0.1% | +0.3% |
| 30D | -4.5% | -4.2% | -0.3% | -0.7% |
| 3M | +5.7% | +7.8% | -2.1% | -1.3% |
| 6M | +17.1% | +14.8% | +2.3% | +3.5% |
| YTD | +18.3% | +20.8% | -2.4% | +0.3% |
| 1Y | +23.9% | +23.1% | +0.8% | +3.3% |
| 3Y | +131.1% | +114.8% | +16.3% | +14.1% |
| All | +131.1% | +118.5% | +12.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling