-34.6%
MP vs FITB
+36.9%
-71.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.5% | -5.5% |
| 7D | -12.5% | +2.3% | -14.9% | -13.2% |
| 30D | -23.3% | +7.7% | -31.1% | -25.1% |
| 3M | -24.4% | -4.5% | -19.9% | -23.9% |
| 6M | -45.8% | +12.5% | -58.2% | -48.6% |
| YTD | -28.9% | +19.8% | -48.7% | -36.5% |
| 1Y | -34.6% | +34.1% | -68.7% | -42.7% |
| All | -34.6% | +36.9% | -71.5% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling