+34.9%
EIX vs MLM
+142.4%
-107.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.0% | -2.9% | +3.8% | +1.8% |
| 30D | +8.9% | +10.4% | -1.6% | +5.6% |
| 3M | -9.8% | -3.7% | -6.1% | -9.0% |
| 6M | -10.2% | -10.3% | +0.1% | -7.9% |
| YTD | +5.9% | -14.8% | +20.7% | +10.1% |
| 1Y | +10.9% | -13.9% | +24.8% | +14.7% |
| 3Y | +10.2% | +18.4% | -8.2% | +1.7% |
| 5Y | +17.0% | +31.8% | -14.8% | +2.2% |
| All | +34.9% | +142.4% | -107.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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