+642.2%
MPC vs EIX
+22.8%
+619.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +5.4% | -19.1% | +24.5% | +8.7% |
| 30D | +31.0% | -16.9% | +47.9% | +34.0% |
| 3M | +46.0% | -20.0% | +66.0% | +50.3% |
| 6M | +77.3% | -21.3% | +98.6% | +82.8% |
| YTD | +141.9% | -1.7% | +143.6% | +135.0% |
| 1Y | +120.9% | +9.6% | +111.4% | +107.9% |
| 3Y | +182.7% | -3.7% | +186.4% | +168.2% |
| All | +642.2% | +22.8% | +619.4% | +549.7% |
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