+3,005.7%
MPC vs FITB
+615.6%
+2,390.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.5% |
| 7D | -12.8% | -1.8% | -10.9% | -11.9% |
| 30D | -12.7% | +4.8% | -17.5% | -15.5% |
| 3M | +27.1% | -6.4% | +33.5% | +31.4% |
| 6M | +45.8% | +7.9% | +37.9% | +37.1% |
| YTD | +134.7% | +17.0% | +117.7% | +107.3% |
| 1Y | +106.0% | +29.9% | +76.1% | +70.0% |
| 3Y | +165.5% | +124.8% | +40.7% | +50.0% |
| 5Y | +540.9% | +46.4% | +494.5% | +346.9% |
| 10Y | +1,133.6% | +258.1% | +875.5% | +341.3% |
| All | +3,005.7% | +615.6% | +2,390.1% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling