+1,049.8%
MDB vs FITB
+171.6%
+878.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -17.4% | +0.6% | -18.0% | -17.7% |
| 30D | -2.0% | -4.7% | +2.7% | -0.6% |
| 3M | -3.0% | +6.7% | -9.7% | -5.4% |
| 6M | +48.7% | +12.6% | +36.1% | +41.7% |
| YTD | -12.1% | +19.1% | -31.3% | -18.0% |
| 1Y | +14.5% | +22.6% | -8.1% | +5.6% |
| 3Y | -6.1% | +127.1% | -133.3% | -29.0% |
| 5Y | -27.3% | +71.8% | -99.1% | -40.3% |
| All | +1,049.8% | +171.6% | +878.2% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling