+24.0%
EIX vs MDY
+45.8%
-21.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.6% |
| 7D | +4.1% | -0.8% | +4.8% | +4.5% |
| 30D | -15.3% | -3.9% | -11.5% | -13.6% |
| 3M | -18.4% | 0.0% | -18.4% | -18.5% |
| 6M | -16.8% | +8.5% | -25.4% | -20.6% |
| YTD | -0.6% | +13.2% | -13.8% | -7.2% |
| 1Y | +10.7% | +15.0% | -4.4% | +2.2% |
| 3Y | -4.5% | +49.6% | -54.1% | -24.0% |
| 5Y | +24.0% | +46.0% | -22.0% | -4.1% |
| All | +24.0% | +45.8% | -21.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling