+237.4%
MP vs FITB
+229.0%
+8.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -4.6% |
| 7D | -19.0% | -1.8% | -17.2% | -18.0% |
| 30D | -30.5% | +4.8% | -35.3% | -32.5% |
| 3M | -29.6% | -6.4% | -23.1% | -26.6% |
| 6M | -50.4% | +7.9% | -58.3% | -53.4% |
| YTD | -33.2% | +17.0% | -50.2% | -41.1% |
| 1Y | -38.6% | +29.9% | -68.5% | -49.6% |
| 3Y | +105.5% | +124.8% | -19.4% | +13.3% |
| 5Y | -7.8% | +46.4% | -54.3% | -33.6% |
| All | +237.4% | +229.0% | +8.4% | +82.3% |
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