-40.5%
MDB vs FITB
+48.6%
-89.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | +6.8% | +2.8% | +4.1% | +5.3% |
| 30D | -6.2% | +9.8% | -16.0% | -10.9% |
| 3M | -29.2% | -5.2% | -24.1% | -27.4% |
| 6M | +10.3% | +17.3% | -7.0% | -0.4% |
| YTD | -20.4% | +19.3% | -39.7% | -29.8% |
| 1Y | -4.8% | +32.7% | -37.5% | -21.5% |
| 3Y | -11.6% | +141.6% | -153.2% | -50.9% |
| All | -40.5% | +48.6% | -89.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling