+82.0%
MET vs FITB
+71.1%
+10.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | +1.1% | +2.8% | -1.7% | -0.4% |
| 30D | -2.3% | -4.5% | +2.2% | +0.3% |
| 3M | +13.9% | +5.7% | +8.2% | +10.1% |
| 6M | +34.8% | +17.1% | +17.7% | +22.6% |
| YTD | +23.5% | +18.3% | +5.2% | +11.3% |
| 1Y | +23.4% | +23.9% | -0.5% | +8.0% |
| 3Y | +64.9% | +131.1% | -66.2% | +0.9% |
| 5Y | +82.0% | +71.1% | +11.0% | +23.7% |
| All | +82.0% | +71.1% | +10.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling