+1,116.6%
MPC vs FITB
+293.2%
+823.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | +0.6% | +4.8% | +5.0% |
| 30D | +31.0% | -4.7% | +35.7% | +34.7% |
| 3M | +46.0% | +6.7% | +39.3% | +39.8% |
| 6M | +77.3% | +12.6% | +64.8% | +62.0% |
| YTD | +141.9% | +19.1% | +122.8% | +112.5% |
| 1Y | +120.9% | +22.6% | +98.3% | +89.3% |
| 3Y | +182.7% | +127.1% | +55.6% | +57.1% |
| 5Y | +646.4% | +71.8% | +574.6% | +365.9% |
| All | +1,116.6% | +293.2% | +823.3% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling