+559.8%
MPC vs EIX
+17.5%
+542.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | +1.0% | -9.8% | -9.0% |
| 30D | -14.4% | +8.9% | -23.3% | -15.7% |
| 3M | +21.9% | -9.8% | +31.7% | +22.8% |
| 6M | +60.1% | -10.2% | +70.3% | +60.7% |
| YTD | +142.3% | +5.9% | +136.4% | +131.9% |
| 1Y | +101.7% | +10.9% | +90.8% | +90.6% |
| 3Y | +184.8% | +10.2% | +174.6% | +160.5% |
| All | +559.8% | +17.5% | +542.3% | +477.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling