+35.9%
EIX vs MTB
+115.1%
-79.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.4% | +1.5% | -0.2% | +0.9% |
| 30D | +8.5% | +2.3% | +6.2% | +7.8% |
| 3M | -13.5% | -12.1% | -1.3% | -10.1% |
| 6M | -12.4% | +9.8% | -22.2% | -14.8% |
| YTD | +5.9% | +12.0% | -6.1% | +1.9% |
| 1Y | +7.6% | +22.0% | -14.4% | +0.8% |
| 3Y | +12.8% | +107.6% | -94.8% | -11.2% |
| 5Y | +19.2% | +61.9% | -42.6% | -1.9% |
| All | +35.9% | +115.1% | -79.3% | +3.5% |
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