-1.3%
EIX vs MKC
-29.9%
+28.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.9% | +4.6% |
| 7D | +0.9% | -4.3% | +5.3% | +2.1% |
| 30D | -13.5% | -2.0% | -11.5% | -13.0% |
| 3M | -15.3% | +10.0% | -25.3% | -17.3% |
| 6M | -15.3% | -18.5% | +3.2% | -10.7% |
| YTD | +2.7% | -22.4% | +25.1% | +9.4% |
| 1Y | +17.4% | -23.6% | +41.1% | +25.5% |
| 3Y | -1.3% | -30.4% | +29.1% | +1.9% |
| All | -1.3% | -29.9% | +28.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling