+70.1%
MDT vs FITB
+212.2%
-142.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +1.0% | +2.8% | -1.7% | +0.2% |
| 30D | +9.2% | +9.8% | -0.6% | +6.1% |
| 3M | +14.5% | -5.2% | +19.6% | +16.3% |
| 6M | +37.3% | +17.3% | +20.0% | +30.4% |
| YTD | +9.8% | +19.3% | -9.5% | +3.3% |
| 1Y | +10.5% | +32.7% | -22.2% | +0.5% |
| 3Y | +57.4% | +141.6% | -84.2% | +15.9% |
| 5Y | +1.2% | +48.9% | -47.7% | -15.5% |
| All | +70.1% | +212.2% | -142.1% | -0.3% |
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