+9.1%
EIX vs MULL
+2,261.5%
-2,252.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -3.1% |
| 7D | +4.1% | +14.8% | -10.7% | +4.2% |
| 30D | -15.3% | +36.6% | -51.9% | -15.2% |
| 3M | -18.4% | -8.9% | -9.6% | -18.5% |
| 6M | -16.8% | +311.9% | -328.8% | -17.8% |
| YTD | -0.6% | +579.8% | -580.4% | -3.1% |
| All | +9.1% | +2,261.5% | -2,252.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling