+445.3%
MP vs FITB
+234.9%
+210.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | +13.8% | -4.7% | +18.6% | +17.3% |
| 3M | -16.7% | +6.7% | -23.4% | -20.8% |
| 6M | -11.5% | +12.6% | -24.0% | -18.9% |
| YTD | +7.9% | +19.1% | -11.2% | -5.8% |
| 1Y | -15.0% | +22.6% | -37.7% | -27.6% |
| 3Y | +153.5% | +127.1% | +26.4% | +38.4% |
| 5Y | +58.7% | +71.8% | -13.2% | +5.7% |
| All | +445.3% | +234.9% | +210.4% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling