+22.9%
EIX vs MTB
+172.8%
-149.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +4.1% | +1.1% | +3.0% | +3.7% |
| 30D | -15.3% | -4.6% | -10.7% | -14.1% |
| 3M | -18.4% | +6.3% | -24.7% | -19.9% |
| 6M | -16.8% | +15.6% | -32.4% | -20.4% |
| YTD | -0.6% | +20.6% | -21.1% | -6.2% |
| 1Y | +10.7% | +22.5% | -11.9% | +3.7% |
| 3Y | -4.5% | +114.4% | -118.9% | -25.4% |
| 5Y | +24.0% | +101.9% | -77.8% | -4.8% |
| 10Y | +22.9% | +170.4% | -147.5% | -10.8% |
| All | +22.9% | +172.8% | -149.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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