+114.4%
EIX vs MUB
+76.3%
+38.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -19.1% | -0.9% | -18.2% | -18.5% |
| 30D | -16.9% | -1.4% | -15.5% | -15.8% |
| 3M | -20.0% | -2.2% | -17.9% | -18.4% |
| 6M | -21.3% | -1.9% | -19.4% | -20.0% |
| YTD | -1.7% | -0.8% | -0.9% | -1.0% |
| 1Y | +9.6% | +2.7% | +6.8% | +7.1% |
| 3Y | -3.7% | +8.6% | -12.3% | -10.0% |
| 5Y | +22.6% | +2.0% | +20.6% | +20.2% |
| 10Y | +17.7% | +17.9% | -0.2% | +6.5% |
| All | +114.4% | +76.3% | +38.2% | +59.2% |
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