+19.6%
EIX vs MKC
+29.3%
-9.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.8% | -2.8% | +3.6% | +1.9% |
| 30D | -18.8% | -3.4% | -15.4% | -17.6% |
| 3M | -19.7% | +3.8% | -23.5% | -21.0% |
| 6M | -18.2% | -17.9% | -0.3% | -12.2% |
| YTD | -1.7% | -23.6% | +21.9% | +8.2% |
| 1Y | +7.8% | -23.1% | +30.8% | +18.0% |
| 3Y | -5.6% | -31.5% | +25.9% | +7.0% |
| 5Y | +23.7% | -33.1% | +56.8% | +38.8% |
| All | +19.6% | +29.3% | -9.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling