+21.0%
EIX vs MKC
+30.3%
-9.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +4.1% | -4.3% | +8.4% | +5.9% |
| 30D | -15.3% | -3.1% | -12.2% | -14.1% |
| 3M | -18.4% | +6.8% | -25.3% | -20.7% |
| 6M | -16.8% | -18.3% | +1.5% | -10.5% |
| YTD | -0.6% | -23.1% | +22.5% | +9.2% |
| 1Y | +10.7% | -23.7% | +34.3% | +21.6% |
| 3Y | -4.5% | -31.0% | +26.5% | +7.9% |
| 5Y | +24.0% | -33.5% | +57.6% | +39.7% |
| All | +21.0% | +30.3% | -9.3% | +1.6% |
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