+264.6%
MP vs FITB
+233.5%
+31.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.6% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -21.0% | +7.0% | -28.0% | -24.3% |
| 3M | -33.3% | -4.4% | -28.9% | -31.5% |
| 6M | -45.9% | +11.6% | -57.5% | -50.3% |
| YTD | -27.8% | +18.6% | -46.4% | -36.9% |
| 1Y | -43.2% | +29.8% | -73.0% | -53.4% |
| 3Y | +144.0% | +140.7% | +3.4% | +28.5% |
| 5Y | -6.1% | +48.6% | -54.7% | -33.0% |
| All | +264.6% | +233.5% | +31.1% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling