-40.7%
MP vs EIX
+9.6%
-50.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.3% | -2.5% | +4.8% | +2.1% |
| 30D | -15.3% | +7.7% | -23.0% | -15.0% |
| 3M | -33.5% | -12.9% | -20.7% | -33.9% |
| 6M | -45.5% | -12.7% | -32.8% | -46.1% |
| YTD | -27.3% | +5.5% | -32.7% | -21.5% |
| 1Y | -40.7% | +9.4% | -50.1% | -34.3% |
| All | -40.7% | +9.6% | -50.3% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling