+1,274.9%
MET vs FITB
+169.8%
+1,105.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +1.8% | +7.3% | -5.5% | -1.5% |
| 3M | +6.0% | -6.3% | +12.3% | +9.2% |
| 6M | +31.1% | +12.6% | +18.6% | +23.8% |
| YTD | +32.6% | +18.0% | +14.6% | +22.2% |
| 1Y | +30.5% | +28.9% | +1.6% | +15.4% |
| 3Y | +83.6% | +139.4% | -55.9% | +21.2% |
| 5Y | +84.2% | +47.2% | +37.0% | +48.4% |
| 10Y | +196.6% | +213.0% | -16.5% | +67.1% |
| All | +1,274.9% | +169.8% | +1,105.1% | +510.1% |
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