+127.0%
MP vs FITB
+123.2%
+3.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.4% |
| 7D | -10.5% | -1.5% | -9.0% | -9.8% |
| 30D | -23.5% | +5.8% | -29.4% | -26.0% |
| 3M | -25.4% | -6.1% | -19.3% | -22.8% |
| 6M | -51.3% | +5.9% | -57.2% | -53.6% |
| YTD | -29.9% | +16.1% | -46.0% | -37.8% |
| 1Y | -31.8% | +28.8% | -60.7% | -43.7% |
| 3Y | +127.0% | +126.0% | +1.0% | -4.2% |
| All | +127.0% | +123.2% | +3.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling