+131.1%
EIX vs MUB
+77.6%
+53.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.4% |
| 30D | +8.9% | +3.4% | +5.4% | +5.6% |
| 3M | -9.8% | -0.7% | -9.1% | -9.2% |
| 6M | -10.2% | -1.0% | -9.2% | -9.4% |
| YTD | +5.9% | 0.0% | +6.0% | +6.0% |
| 1Y | +10.9% | +0.4% | +10.5% | +10.6% |
| 3Y | +10.2% | +10.5% | -0.3% | +1.5% |
| 5Y | +17.0% | +3.1% | +14.0% | +13.7% |
| 10Y | +35.1% | +22.0% | +13.0% | +20.2% |
| All | +131.1% | +77.6% | +53.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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