-31.8%
MP vs EIX
+10.4%
-42.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +4.8% |
| 7D | -10.5% | +1.0% | -11.5% | -10.5% |
| 30D | -23.5% | +9.1% | -32.7% | -23.3% |
| 3M | -25.4% | -10.2% | -15.2% | -25.3% |
| 6M | -51.3% | -11.2% | -40.0% | -51.7% |
| YTD | -29.9% | +4.5% | -34.4% | -25.2% |
| 1Y | -31.8% | +10.9% | -42.7% | -25.2% |
| All | -31.8% | +10.4% | -42.3% | -25.2% |
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