-41.1%
MP vs FITB
+30.0%
-71.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -21.0% | +7.0% | -28.0% | -22.5% |
| 3M | -33.3% | -4.4% | -28.9% | -32.9% |
| 6M | -45.9% | +11.6% | -57.5% | -48.5% |
| YTD | -27.8% | +18.6% | -46.4% | -34.4% |
| All | -41.1% | +30.0% | -71.2% | -45.6% |
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