+1,209.8%
MET vs FITB
+172.4%
+1,037.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | +0.6% | +0.5% | +0.9% |
| 30D | +1.4% | -4.7% | +6.2% | +3.7% |
| 3M | +17.7% | +6.7% | +11.0% | +14.1% |
| 6M | +35.0% | +12.6% | +22.4% | +27.4% |
| YTD | +26.3% | +19.1% | +7.2% | +15.9% |
| 1Y | +22.8% | +22.6% | +0.2% | +11.1% |
| 3Y | +65.9% | +127.1% | -61.2% | +11.9% |
| 5Y | +85.4% | +71.8% | +13.5% | +39.3% |
| 10Y | +253.7% | +287.2% | -33.5% | +82.4% |
| All | +1,209.8% | +172.4% | +1,037.4% | +479.0% |
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