+274.5%
MP vs FITB
+231.7%
+42.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | +11.0% | +0.8% | +10.2% | +10.4% |
| 30D | -11.7% | +7.3% | -19.1% | -15.6% |
| 3M | -30.8% | -6.3% | -24.5% | -27.9% |
| 6M | -42.9% | +12.6% | -55.5% | -47.8% |
| YTD | -25.9% | +18.0% | -43.9% | -34.9% |
| 1Y | -37.3% | +28.9% | -66.2% | -48.3% |
| 3Y | +150.7% | +139.4% | +11.3% | +32.5% |
| 5Y | -19.3% | +47.2% | -66.5% | -42.1% |
| All | +274.5% | +231.7% | +42.8% | +101.3% |
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