+8,639.7%
MDT vs FITB
+2,827.5%
+5,812.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -3.7% | +0.8% | -4.5% | -3.8% |
| 30D | +8.6% | +7.3% | +1.3% | +7.3% |
| 3M | +12.2% | -6.3% | +18.5% | +13.4% |
| 6M | +33.7% | +12.6% | +21.2% | +30.9% |
| YTD | +7.8% | +18.0% | -10.2% | +4.5% |
| 1Y | +8.9% | +28.9% | -20.0% | +3.9% |
| 3Y | +57.6% | +139.4% | -81.8% | +34.1% |
| 5Y | -0.7% | +47.2% | -47.9% | -9.7% |
| 10Y | +60.3% | +213.0% | -152.8% | +24.0% |
| All | +8,639.7% | +2,827.5% | +5,812.2% | +3,003.5% |
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