+27.2%
EIX vs MTB
+102.5%
-75.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +0.9% | +2.8% | -1.9% | +0.2% |
| 30D | -13.5% | -4.2% | -9.4% | -12.6% |
| 3M | -15.3% | +7.8% | -23.0% | -16.8% |
| 6M | -15.3% | +14.8% | -30.2% | -18.1% |
| YTD | +2.7% | +20.8% | -18.1% | -2.1% |
| 1Y | +17.4% | +23.1% | -5.7% | +11.3% |
| 3Y | -1.3% | +114.8% | -116.2% | -18.2% |
| 5Y | +27.2% | +103.3% | -76.1% | +8.8% |
| All | +27.2% | +102.5% | -75.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling