+157.9%
MTZ vs FITB
+71.5%
+86.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.1% | -4.7% | -6.3% | -8.9% |
| 3M | -36.7% | +6.7% | -43.4% | -39.1% |
| 6M | -21.9% | +12.6% | -34.5% | -27.1% |
| YTD | +9.1% | +19.1% | -10.0% | -1.9% |
| 1Y | +30.0% | +22.6% | +7.3% | +14.9% |
| 3Y | +138.5% | +127.1% | +11.3% | +52.2% |
| All | +157.9% | +71.5% | +86.4% | +71.9% |
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