+739.9%
MTZ vs FITB
+285.0%
+454.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.4% | +4.2% |
| 7D | +3.6% | +2.8% | +0.7% | +1.8% |
| 30D | -9.6% | -4.5% | -5.1% | -7.2% |
| 3M | -31.9% | +5.7% | -37.6% | -34.4% |
| 6M | -13.8% | +17.1% | -30.9% | -22.1% |
| YTD | +13.3% | +18.3% | -5.1% | +0.9% |
| 1Y | +39.3% | +23.9% | +15.4% | +20.5% |
| 3Y | +168.3% | +131.1% | +37.2% | +58.4% |
| 5Y | +166.4% | +71.1% | +95.3% | +77.5% |
| 10Y | +739.9% | +283.9% | +456.0% | +207.7% |
| All | +739.9% | +285.0% | +454.9% | +207.7% |
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 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