+405.1%
MP vs EQH
+219.3%
+185.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.5% |
| 7D | -7.4% | +0.7% | -8.1% | -7.9% |
| 30D | -6.7% | +2.8% | -9.5% | -8.7% |
| 3M | -11.7% | +23.1% | -34.8% | -24.1% |
| 6M | -18.9% | +41.4% | -60.3% | -37.2% |
| YTD | 0.0% | +14.3% | -14.3% | -11.1% |
| 1Y | -19.9% | +1.6% | -21.5% | -23.0% |
| 3Y | +133.4% | +102.7% | +30.7% | +26.5% |
| 5Y | +48.1% | +104.5% | -56.5% | -19.5% |
| All | +405.1% | +219.3% | +185.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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