+277.5%
MP vs EIX
+47.1%
+230.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -18.2% | +8.8% | -26.9% | -20.4% |
| 3M | -26.1% | -10.9% | -15.2% | -24.7% |
| 6M | -44.0% | -10.3% | -33.7% | -43.8% |
| YTD | -25.3% | +5.8% | -31.1% | -30.5% |
| 1Y | -35.6% | +11.4% | -46.9% | -41.6% |
| 3Y | +147.1% | +11.1% | +136.0% | +116.3% |
| 5Y | -11.3% | +18.5% | -29.7% | -25.9% |
| All | +277.5% | +47.1% | +230.4% | +198.7% |
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