+501.4%
MTZ vs FITB
+247.4%
+254.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +10.0% |
| 7D | -6.4% | -1.5% | -4.9% | -5.7% |
| 30D | -22.1% | +5.8% | -27.9% | -24.9% |
| 3M | -32.7% | -6.1% | -26.6% | -30.6% |
| 6M | -59.8% | +5.9% | -65.8% | -61.7% |
| YTD | -19.9% | +16.1% | -36.0% | -28.3% |
| 1Y | -11.5% | +28.8% | -40.3% | -25.5% |
| 3Y | +258.1% | +126.0% | +132.1% | +112.4% |
| 5Y | +85.5% | +45.3% | +40.2% | +36.0% |
| All | +501.4% | +247.4% | +254.0% | +94.8% |
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