+10.5%
MDT vs FITB
+30.8%
-20.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +1.0% | +2.8% | -1.7% | +0.3% |
| 30D | +9.2% | +9.8% | -0.6% | +6.6% |
| 3M | +14.5% | -5.2% | +19.6% | +15.7% |
| 6M | +37.3% | +17.3% | +20.0% | +31.9% |
| YTD | +9.8% | +19.3% | -9.5% | +2.9% |
| 1Y | +10.5% | +32.7% | -22.2% | +1.4% |
| All | +10.5% | +30.8% | -20.3% | +1.4% |
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