+967.2%
EIX vs MDY
+2,594.0%
-1,626.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.4% | +2.3% | -0.9% | +0.1% |
| 30D | +8.5% | +2.0% | +6.6% | +7.3% |
| 3M | -13.5% | -5.6% | -7.8% | -10.8% |
| 6M | -12.4% | +1.3% | -13.6% | -13.3% |
| YTD | +5.9% | +12.3% | -6.4% | -1.2% |
| 1Y | +7.6% | +15.8% | -8.2% | -1.4% |
| 3Y | +12.8% | +56.5% | -43.7% | -13.2% |
| 5Y | +19.2% | +35.1% | -15.9% | -1.9% |
| 10Y | +34.9% | +167.4% | -132.6% | -25.1% |
| All | +967.2% | +2,594.0% | -1,626.7% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling