+120.9%
MPC vs EIX
+7.5%
+113.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +5.4% | -19.1% | +24.5% | +4.9% |
| 30D | +31.0% | -16.9% | +47.9% | +30.2% |
| 3M | +46.0% | -20.0% | +66.0% | +44.9% |
| 6M | +77.3% | -21.3% | +98.6% | +75.7% |
| YTD | +141.9% | -1.7% | +143.6% | +137.1% |
| 1Y | +120.9% | +9.6% | +111.4% | +116.0% |
| All | +120.9% | +7.5% | +113.4% | +116.0% |
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 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