+117.2%
MPC vs FITB
+36.9%
+80.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.1% |
| 7D | -10.9% | +2.3% | -13.2% | -10.9% |
| 30D | -9.4% | +7.7% | -17.1% | -9.6% |
| 3M | +26.0% | -4.5% | +30.4% | +26.6% |
| 6M | +56.5% | +12.5% | +44.0% | +55.6% |
| YTD | +144.3% | +19.8% | +124.5% | +142.6% |
| 1Y | +117.2% | +34.1% | +83.1% | +108.4% |
| All | +117.2% | +36.9% | +80.4% | +108.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling