+120.1%
MAR vs FITB
+144.0%
-23.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.6% | +2.8% | -1.1% | +0.3% |
| 30D | +13.8% | +9.8% | +4.0% | +8.8% |
| 3M | +20.3% | -5.2% | +25.4% | +23.1% |
| 6M | +21.3% | +17.3% | +4.0% | +11.3% |
| YTD | +37.2% | +19.3% | +17.9% | +24.1% |
| 1Y | +48.4% | +32.7% | +15.8% | +27.0% |
| 3Y | +120.1% | +141.6% | -21.5% | +58.5% |
| All | +120.1% | +144.0% | -23.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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