+267.3%
MP vs FITB
+234.8%
+32.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.8% |
| 30D | -15.3% | +7.0% | -22.3% | -18.9% |
| 3M | -33.5% | -4.8% | -28.7% | -31.4% |
| 6M | -45.5% | +13.5% | -59.1% | -50.5% |
| YTD | -27.3% | +19.1% | -46.4% | -36.5% |
| 1Y | -40.7% | +30.8% | -71.5% | -51.6% |
| 3Y | +145.9% | +141.6% | +4.2% | +29.2% |
| 5Y | -13.9% | +48.3% | -62.2% | -38.5% |
| All | +267.3% | +234.8% | +32.5% | +96.3% |
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