+3,005.7%
MPC vs EIX
+186.4%
+2,819.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.5% |
| 7D | -12.8% | +2.5% | -15.3% | -13.8% |
| 30D | -12.7% | +14.1% | -26.8% | -17.4% |
| 3M | +27.1% | -9.4% | +36.5% | +28.6% |
| 6M | +45.8% | -9.1% | +54.9% | +46.5% |
| YTD | +134.7% | +7.1% | +127.6% | +117.3% |
| 1Y | +106.0% | +13.3% | +92.8% | +85.7% |
| 3Y | +165.5% | +10.9% | +154.6% | +131.2% |
| 5Y | +540.9% | +21.0% | +519.9% | +420.2% |
| 10Y | +1,133.6% | +33.6% | +1,100.0% | +815.5% |
| All | +3,005.7% | +186.4% | +2,819.3% | +940.8% |
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 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