+1,079.5%
MPC vs EIX
+29.5%
+1,050.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.3% |
| 7D | -16.2% | +1.0% | -17.2% | -16.6% |
| 30D | -15.7% | +9.1% | -24.8% | -18.6% |
| 3M | +24.9% | -10.2% | +35.1% | +26.7% |
| 6M | +52.7% | -11.2% | +63.9% | +54.7% |
| YTD | +131.9% | +4.5% | +127.4% | +117.1% |
| 1Y | +96.6% | +10.9% | +85.8% | +79.1% |
| 3Y | +163.8% | +8.4% | +155.4% | +132.0% |
| 5Y | +533.1% | +18.0% | +515.2% | +419.4% |
| All | +1,079.5% | +29.5% | +1,050.0% | +776.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling