A quick back of the envelope calculation shows that an income of $1 million gets you an effective tax rate in the mid 40s in California.

AGI: $1000k Federal Income Tax: $322k California State Income Tax: $102k FICA Taxes: $32k Total tax: $456k

Compared to say Germany, where for the same income you would be paying over 50% in taxes. So I think you're doing very well.