+2,968.0%
MPC vs FITB
+610.1%
+2,357.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -16.2% | -1.5% | -14.6% | -15.5% |
| 30D | -15.7% | +5.8% | -21.5% | -18.8% |
| 3M | +24.9% | -6.1% | +31.0% | +28.9% |
| 6M | +52.7% | +5.9% | +46.7% | +45.2% |
| YTD | +131.9% | +16.1% | +115.8% | +105.7% |
| 1Y | +96.6% | +28.8% | +67.8% | +63.1% |
| 3Y | +163.8% | +126.0% | +37.8% | +48.5% |
| 5Y | +533.1% | +45.3% | +487.8% | +343.6% |
| 10Y | +1,118.6% | +255.4% | +863.3% | +338.0% |
| All | +2,968.0% | +610.1% | +2,357.8% | +606.6% |
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