+1,058.2%
EIX vs MOD
+3,565.2%
-2,507.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.4% |
| 7D | -19.1% | +9.6% | -28.7% | -19.9% |
| 30D | -16.9% | 0.0% | -16.9% | -17.0% |
| 3M | -20.0% | -35.4% | +15.4% | -16.9% |
| 6M | -21.3% | -7.3% | -14.0% | -21.9% |
| YTD | -1.7% | +45.8% | -47.5% | -7.5% |
| 1Y | +9.6% | +43.1% | -33.6% | +2.6% |
| 3Y | -3.7% | +297.7% | -301.3% | -22.4% |
| 5Y | +22.6% | +1,478.8% | -1,456.1% | -17.6% |
| 10Y | +17.7% | +1,633.4% | -1,615.7% | -28.6% |
| All | +1,058.2% | +3,565.2% | -2,507.0% | +458.9% |
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