+1,162.5%
EIX vs MOD
+1,544.7%
-382.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -0.2% |
| 7D | +2.5% | -34.2% | +36.7% | +6.6% |
| 30D | +14.1% | -51.9% | +65.9% | +22.3% |
| 3M | -9.4% | -53.0% | +43.6% | -2.9% |
| 6M | -9.1% | -66.4% | +57.3% | 0.0% |
| YTD | +7.1% | -31.5% | +38.7% | +8.2% |
| 1Y | +13.3% | -39.6% | +52.8% | +15.4% |
| 3Y | +10.9% | +116.8% | -105.9% | -5.5% |
| 5Y | +21.0% | +713.8% | -692.8% | -13.5% |
| 10Y | +33.6% | +882.7% | -849.1% | -14.7% |
| All | +1,162.5% | +1,544.7% | -382.2% | +554.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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