+37.0%
MDT vs FITB
+290.8%
-253.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +0.2% | -5.7% | +5.9% | +1.9% |
| 3M | +14.3% | +3.2% | +11.1% | +13.0% |
| 6M | +4.0% | +23.4% | -19.4% | -2.8% |
| YTD | -3.7% | +18.8% | -22.5% | -9.2% |
| 1Y | -0.4% | +25.0% | -25.3% | -7.8% |
| 3Y | +23.3% | +131.2% | -107.9% | -7.9% |
| 5Y | -18.9% | +70.7% | -89.6% | -35.4% |
| All | +37.0% | +290.8% | -253.8% | -22.1% |
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