+7,983.2%
MDT vs FITB
+2,855.6%
+5,127.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +9.5% | -4.7% | +14.3% | +10.4% |
| 3M | +16.0% | +6.7% | +9.3% | +14.6% |
| 6M | +0.2% | +12.6% | -12.3% | -2.0% |
| YTD | -0.3% | +19.1% | -19.4% | -3.5% |
| 1Y | +4.7% | +22.6% | -17.9% | +0.7% |
| 3Y | +26.5% | +127.1% | -100.6% | +8.4% |
| 5Y | -18.2% | +71.8% | -90.0% | -27.6% |
| 10Y | +40.0% | +287.2% | -247.2% | +4.9% |
| All | +7,983.2% | +2,855.6% | +5,127.6% | +2,765.6% |
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