+10.9%
EIX vs MLM
-14.5%
+25.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -2.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.8% |
| 30D | +9.1% | +8.2% | +0.9% | +7.5% |
| 3M | -10.2% | -3.6% | -6.7% | -9.2% |
| 6M | -11.2% | -15.6% | +4.3% | -7.1% |
| YTD | +4.5% | -16.4% | +20.9% | +8.0% |
| 1Y | +10.9% | -14.3% | +25.2% | +13.5% |
| All | +10.9% | -14.5% | +25.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling