+116.3%
MP vs FITB
+124.9%
-8.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -4.7% |
| 7D | -19.0% | -1.8% | -17.2% | -18.1% |
| 30D | -30.5% | +4.8% | -35.3% | -32.3% |
| 3M | -29.6% | -6.4% | -23.1% | -27.0% |
| 6M | -50.4% | +7.9% | -58.3% | -53.3% |
| YTD | -33.2% | +17.0% | -50.2% | -41.0% |
| 1Y | -38.6% | +29.9% | -68.5% | -49.5% |
| All | +116.3% | +124.9% | -8.6% | -9.1% |
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