-18.7%
EIX vs MULL
+1,230.7%
-1,249.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.4% |
| 7D | +1.4% | +24.5% | -23.2% | +0.9% |
| 30D | +8.5% | -35.5% | +44.1% | +9.1% |
| 3M | -13.5% | -44.8% | +31.3% | -12.9% |
| 6M | -12.4% | -45.5% | +33.1% | -13.9% |
| YTD | +5.9% | +232.5% | -226.6% | -7.1% |
| 1Y | +7.6% | +343.3% | -335.7% | -8.0% |
| All | -18.7% | +1,230.7% | -1,249.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling