+116.7%
MPC vs EIX
+8.9%
+107.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +11.2% | +1.4% | +9.9% | +11.3% |
| 30D | -14.5% | +8.5% | -23.0% | -14.5% |
| 3M | +16.7% | -13.5% | +30.1% | +16.1% |
| 6M | +67.6% | -12.4% | +79.9% | +66.3% |
| YTD | +157.9% | +5.9% | +152.0% | +143.8% |
| 1Y | +116.7% | +7.6% | +109.1% | +104.3% |
| All | +116.7% | +8.9% | +107.8% | +104.3% |
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