+35.4%
EIX vs MKC
+24.3%
+11.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -1.5% | -7.3% | +5.8% | +1.5% |
| 30D | +8.1% | +4.0% | +4.2% | +6.3% |
| 3M | -12.1% | -11.5% | -0.7% | -8.1% |
| 6M | -13.4% | +1.1% | -14.5% | -14.4% |
| YTD | +5.6% | -29.9% | +35.5% | +19.8% |
| 1Y | +7.8% | -27.0% | +34.8% | +20.2% |
| 3Y | +9.8% | -22.3% | +32.2% | +16.9% |
| 5Y | +18.8% | -36.0% | +54.9% | +34.8% |
| All | +35.4% | +24.3% | +11.1% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling