-15.1%
MP vs FITB
+44.6%
-59.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.5% |
| 7D | -10.5% | -1.5% | -9.0% | -9.6% |
| 30D | -23.5% | +5.8% | -29.4% | -26.5% |
| 3M | -25.4% | -6.1% | -19.3% | -22.3% |
| 6M | -51.3% | +5.9% | -57.2% | -53.9% |
| YTD | -29.9% | +16.1% | -46.0% | -38.7% |
| 1Y | -31.8% | +28.8% | -60.7% | -44.9% |
| 3Y | +127.0% | +126.0% | +1.0% | +13.9% |
| All | -15.1% | +44.6% | -59.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling