+272.3%
MTZ vs FITB
+144.0%
+128.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | +5.0% | +2.8% | +2.2% | +3.6% |
| 30D | -6.0% | +9.8% | -15.8% | -10.9% |
| 3M | -36.1% | -5.2% | -31.0% | -34.5% |
| 6M | -56.9% | +17.3% | -74.2% | -61.1% |
| YTD | -15.9% | +19.3% | -35.2% | -26.1% |
| 1Y | -3.8% | +32.7% | -36.5% | -21.1% |
| 3Y | +272.3% | +141.6% | +130.7% | +102.5% |
| All | +272.3% | +144.0% | +128.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling