+68.4%
FITB vs MTB
+103.4%
-35.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -0.4% | +1.1% | -1.5% | -1.3% |
| 30D | -5.1% | -4.6% | -0.5% | -1.2% |
| 3M | +3.5% | +6.3% | -2.7% | -1.7% |
| 6M | +17.2% | +15.6% | +1.6% | +3.7% |
| YTD | +17.6% | +20.6% | -2.9% | +0.7% |
| 1Y | +23.4% | +22.5% | +0.8% | +4.2% |
| 3Y | +129.7% | +114.4% | +15.3% | +20.7% |
| 5Y | +68.4% | +101.9% | -33.5% | -10.5% |
| All | +68.4% | +103.4% | -35.0% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling