+582.3%
MPC vs FITB
+48.8%
+533.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +2.6% | -0.6% | +3.2% | +2.9% |
| 30D | -12.2% | +7.0% | -19.2% | -14.6% |
| 3M | +20.1% | -4.8% | +24.8% | +22.0% |
| 6M | +60.6% | +13.5% | +47.1% | +51.6% |
| YTD | +150.6% | +19.1% | +131.5% | +130.1% |
| 1Y | +104.7% | +30.8% | +73.9% | +80.3% |
| 3Y | +194.5% | +141.6% | +52.9% | +99.6% |
| 5Y | +582.3% | +48.3% | +534.0% | +436.1% |
| All | +582.3% | +48.8% | +533.5% | +436.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling