+2,896.1%
FITB vs MTB
+8,294.1%
-5,398.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.6% | +1.7% | -1.1% | -1.0% |
| 30D | -4.7% | -4.2% | -0.6% | -0.8% |
| 3M | +6.7% | +8.9% | -2.2% | -1.6% |
| 6M | +12.6% | +10.9% | +1.7% | +2.3% |
| YTD | +19.1% | +21.5% | -2.4% | -0.5% |
| 1Y | +22.6% | +21.9% | +0.7% | +2.1% |
| 3Y | +127.1% | +109.2% | +17.9% | +11.6% |
| 5Y | +71.8% | +102.0% | -30.2% | -15.9% |
| 10Y | +287.2% | +171.9% | +115.3% | +40.7% |
| All | +2,896.1% | +8,294.1% | -5,398.0% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling