+18.0%
EIX vs MDY
+177.2%
-159.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -1.4% | -1.9% | +0.5% | -0.2% |
| 30D | -19.3% | -4.6% | -14.7% | -17.0% |
| 3M | -21.7% | -1.2% | -20.4% | -21.2% |
| 6M | -19.8% | +9.2% | -29.0% | -24.3% |
| YTD | -3.0% | +13.1% | -16.1% | -10.6% |
| 1Y | +5.1% | +13.0% | -7.9% | -3.2% |
| 3Y | -7.0% | +49.2% | -56.2% | -28.9% |
| 5Y | +22.0% | +47.2% | -25.2% | -7.9% |
| All | +18.0% | +177.2% | -159.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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