+553.4%
MPC vs EQH
+230.1%
+323.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.3% |
| 7D | +1.2% | -1.8% | +3.0% | +2.2% |
| 30D | +17.0% | +2.4% | +14.5% | +15.0% |
| 3M | +49.5% | +26.3% | +23.2% | +28.4% |
| 6M | +83.5% | +35.8% | +47.7% | +47.8% |
| YTD | +144.1% | +12.7% | +131.4% | +119.0% |
| 1Y | +119.6% | +2.5% | +117.1% | +106.9% |
| 3Y | +168.1% | +98.6% | +69.4% | +54.1% |
| 5Y | +671.3% | +101.7% | +569.6% | +311.2% |
| All | +553.4% | +230.1% | +323.3% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling