+254.1%
MP vs EIX
+45.2%
+208.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.7% |
| 7D | -10.5% | +1.0% | -11.5% | -10.9% |
| 30D | -23.5% | +9.1% | -32.7% | -25.7% |
| 3M | -25.4% | -10.2% | -15.2% | -24.3% |
| 6M | -51.3% | -11.2% | -40.0% | -50.9% |
| YTD | -29.9% | +4.5% | -34.4% | -34.5% |
| 1Y | -31.8% | +10.9% | -42.7% | -38.2% |
| 3Y | +127.0% | +8.4% | +118.6% | +100.7% |
| 5Y | -3.3% | +18.0% | -21.2% | -19.2% |
| All | +254.1% | +45.2% | +208.9% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling