+3,101.0%
MPC vs EIX
+162.8%
+2,938.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +5.4% | -19.1% | +24.5% | +12.5% |
| 30D | +31.0% | -16.9% | +47.9% | +37.8% |
| 3M | +46.0% | -20.0% | +66.0% | +55.4% |
| 6M | +77.3% | -21.3% | +98.6% | +89.2% |
| YTD | +141.9% | -1.7% | +143.6% | +132.7% |
| 1Y | +120.9% | +9.6% | +111.4% | +101.1% |
| 3Y | +182.7% | -3.7% | +186.4% | +162.4% |
| 5Y | +646.4% | +22.6% | +623.8% | +495.9% |
| 10Y | +1,138.7% | +17.7% | +1,121.0% | +874.9% |
| All | +3,101.0% | +162.8% | +2,938.2% | +1,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling