-41.2%
MP vs FITB
+31.0%
-72.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +5.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | -18.2% | +7.3% | -25.5% | -19.8% |
| 3M | -26.1% | -4.0% | -22.1% | -25.8% |
| 6M | -44.0% | +11.9% | -55.9% | -46.8% |
| YTD | -25.3% | +19.0% | -44.3% | -32.4% |
| All | -41.2% | +31.0% | -72.2% | -46.9% |
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