+3,134.4%
MTZ vs FITB
+2,855.6%
+278.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.1% | -4.7% | -6.3% | -9.8% |
| 3M | -36.7% | +6.7% | -43.4% | -38.0% |
| 6M | -21.9% | +12.6% | -34.5% | -24.8% |
| YTD | +9.1% | +19.1% | -10.0% | +3.0% |
| 1Y | +30.0% | +22.6% | +7.3% | +21.6% |
| 3Y | +138.5% | +127.1% | +11.3% | +86.7% |
| 5Y | +158.3% | +71.8% | +86.5% | +115.8% |
| 10Y | +700.8% | +287.2% | +413.6% | +437.4% |
| All | +3,134.4% | +2,855.6% | +278.8% | +1,106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling