+241.6%
MET vs FITB
+282.4%
-40.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | -1.4% | -5.1% | +3.8% | +2.0% |
| 3M | +12.5% | +3.5% | +9.0% | +9.8% |
| 6M | +37.1% | +17.2% | +19.9% | +23.2% |
| YTD | +23.8% | +17.6% | +6.1% | +10.6% |
| 1Y | +24.1% | +23.4% | +0.8% | +7.2% |
| 3Y | +65.2% | +129.7% | -64.5% | -6.3% |
| 5Y | +82.3% | +68.4% | +13.8% | +21.0% |
| 10Y | +241.6% | +285.6% | -44.1% | +21.4% |
| All | +241.6% | +282.4% | -40.8% | +21.4% |
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 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