+184.8%
MPC vs FITB
+142.3%
+42.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -8.8% | +0.5% | -9.3% | -9.0% |
| 30D | -14.4% | +7.0% | -21.4% | -16.5% |
| 3M | +21.9% | -4.4% | +26.3% | +23.6% |
| 6M | +60.1% | +11.6% | +48.6% | +52.7% |
| YTD | +142.3% | +18.6% | +123.7% | +123.5% |
| 1Y | +101.7% | +29.8% | +71.9% | +78.1% |
| 3Y | +184.8% | +140.7% | +44.1% | +105.8% |
| All | +184.8% | +142.3% | +42.4% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling