+237.4%
MP vs EIX
+48.9%
+188.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.7% |
| 7D | -19.0% | +2.5% | -21.5% | -19.7% |
| 30D | -30.5% | +14.1% | -44.5% | -33.4% |
| 3M | -29.6% | -9.4% | -20.2% | -28.6% |
| 6M | -50.4% | -9.1% | -41.3% | -50.4% |
| YTD | -33.2% | +7.1% | -40.4% | -38.1% |
| 1Y | -38.6% | +13.3% | -51.8% | -44.6% |
| 3Y | +105.5% | +10.9% | +94.6% | +80.7% |
| 5Y | -7.8% | +21.0% | -28.8% | -23.6% |
| All | +237.4% | +48.9% | +188.5% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling