+74.8%
MTZ vs FITB
+44.6%
+30.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.9% |
| 7D | -6.4% | -1.5% | -4.9% | -5.8% |
| 30D | -22.1% | +5.8% | -27.9% | -24.5% |
| 3M | -32.7% | -6.1% | -26.6% | -30.8% |
| 6M | -59.8% | +5.9% | -65.8% | -61.4% |
| YTD | -19.9% | +16.1% | -36.0% | -27.4% |
| 1Y | -11.5% | +28.8% | -40.3% | -24.1% |
| 3Y | +258.1% | +126.0% | +132.1% | +129.5% |
| All | +74.8% | +44.6% | +30.2% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling