+175.1%
MPC vs EQH
+95.5%
+79.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +25.0% | -1.1% | +26.1% | +25.2% |
| 3M | +55.2% | +25.0% | +30.1% | +45.3% |
| 6M | +86.4% | +33.9% | +52.5% | +69.6% |
| YTD | +148.5% | +11.6% | +136.9% | +140.3% |
| 1Y | +121.7% | +1.5% | +120.2% | +121.3% |
| All | +175.1% | +95.5% | +79.5% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling