+534.5%
MPC vs FITB
+44.6%
+489.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -16.2% | -1.5% | -14.6% | -15.8% |
| 30D | -15.7% | +5.8% | -21.5% | -17.7% |
| 3M | +24.9% | -6.1% | +31.0% | +27.5% |
| 6M | +52.7% | +5.9% | +46.7% | +48.0% |
| YTD | +131.9% | +16.1% | +115.8% | +114.9% |
| 1Y | +96.6% | +28.8% | +67.8% | +74.0% |
| 3Y | +163.8% | +126.0% | +37.8% | +83.5% |
| All | +534.5% | +44.6% | +489.9% | +402.8% |
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 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