+1,142.6%
EIX vs MTB
+7,606.3%
-6,463.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.5% | -2.0% | -0.6% | -2.1% |
| 30D | +7.7% | +0.1% | +7.6% | +7.7% |
| 3M | -12.9% | -12.1% | -0.7% | -10.0% |
| 6M | -12.7% | +7.3% | -20.0% | -14.3% |
| YTD | +5.5% | +11.5% | -6.1% | +2.3% |
| 1Y | +9.4% | +21.3% | -11.9% | +3.8% |
| 3Y | +9.7% | +104.1% | -94.4% | -9.5% |
| 5Y | +16.9% | +61.8% | -44.9% | -0.2% |
| 10Y | +34.3% | +115.4% | -81.1% | +1.4% |
| All | +1,142.6% | +7,606.3% | -6,463.8% | +430.1% |
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