+954.3%
MDB vs FITB
+171.6%
+782.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -11.3% | +7.0% | -18.4% | -13.2% |
| 3M | -23.0% | -4.8% | -18.2% | -21.9% |
| 6M | +14.8% | +13.5% | +1.2% | +9.5% |
| YTD | -19.4% | +19.1% | -38.5% | -24.8% |
| 1Y | -9.0% | +30.8% | -39.7% | -17.7% |
| 3Y | -10.3% | +141.6% | -151.9% | -33.2% |
| 5Y | -38.4% | +48.3% | -86.7% | -47.9% |
| All | +954.3% | +171.6% | +782.8% | +621.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling