+10.1%
MDB vs FITB
+23.3%
-13.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -18.0% | +2.8% | -20.8% | -18.1% |
| 30D | -10.7% | -4.5% | -6.2% | -10.3% |
| 3M | +1.0% | +5.7% | -4.7% | +0.8% |
| 6M | +31.6% | +17.1% | +14.5% | +27.6% |
| YTD | -15.2% | +18.3% | -33.5% | -17.1% |
| 1Y | +10.1% | +23.9% | -13.8% | +4.4% |
| All | +10.1% | +23.3% | -13.2% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling