+68.9%
MP vs EQH
+92.7%
-23.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.7% |
| 7D | +3.0% | +5.4% | -2.4% | -0.9% |
| 30D | +8.3% | +1.0% | +7.3% | +7.3% |
| 3M | -3.8% | +26.7% | -30.6% | -19.5% |
| 6M | -4.9% | +34.4% | -39.3% | -24.4% |
| YTD | +9.6% | +11.5% | -1.9% | -1.1% |
| 1Y | -11.7% | +0.4% | -12.1% | -14.5% |
| 3Y | +158.5% | +96.5% | +62.0% | +33.6% |
| 5Y | +68.9% | +93.4% | -24.4% | -13.0% |
| All | +68.9% | +92.7% | -23.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling