+104.7%
MPC vs FITB
+30.5%
+74.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +2.6% | -0.6% | +3.2% | +2.5% |
| 30D | -12.2% | +7.0% | -19.2% | -12.4% |
| 3M | +20.1% | -4.8% | +24.8% | +20.6% |
| 6M | +60.6% | +13.5% | +47.1% | +59.4% |
| YTD | +150.6% | +19.1% | +131.5% | +148.1% |
| 1Y | +104.7% | +30.8% | +73.9% | +97.4% |
| All | +104.7% | +30.5% | +74.1% | +97.4% |
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