+1,147.1%
EIX vs MTB
+7,695.2%
-6,548.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | +8.8% | +2.4% | +6.3% | +8.1% |
| 3M | -10.9% | -10.5% | -0.4% | -8.4% |
| 6M | -10.3% | +6.4% | -16.7% | -11.7% |
| YTD | +5.8% | +12.8% | -7.0% | +2.4% |
| 1Y | +11.4% | +23.3% | -11.9% | +5.3% |
| 3Y | +11.1% | +108.2% | -97.2% | -8.8% |
| 5Y | +18.5% | +68.6% | -50.1% | +0.1% |
| 10Y | +32.2% | +125.3% | -93.0% | -1.1% |
| All | +1,147.1% | +7,695.2% | -6,548.1% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling