+962.9%
EIX vs MLM
+3,039.4%
-2,076.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +0.2% |
| 7D | +2.5% | -1.2% | +3.8% | +2.8% |
| 30D | +14.1% | +7.9% | +6.1% | +12.1% |
| 3M | -9.4% | -4.5% | -5.0% | -8.7% |
| 6M | -9.1% | -12.6% | +3.6% | -6.8% |
| YTD | +7.1% | -14.9% | +22.0% | +10.2% |
| 1Y | +13.3% | -13.1% | +26.3% | +16.0% |
| 3Y | +10.9% | +21.2% | -10.3% | +4.5% |
| 5Y | +21.0% | +32.0% | -11.0% | +10.5% |
| 10Y | +33.6% | +195.3% | -161.7% | -0.7% |
| All | +962.9% | +3,039.4% | -2,076.5% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling