-21.1%
EIX vs MULL
+2,481.0%
-2,502.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.0% | +7.5% | +4.6% |
| 7D | +0.9% | +14.0% | -13.1% | +0.6% |
| 30D | -13.5% | +24.8% | -38.3% | -14.2% |
| 3M | -15.3% | -16.1% | +0.8% | -16.1% |
| 6M | -15.3% | +330.9% | -346.2% | -23.6% |
| YTD | +2.7% | +545.0% | -542.3% | -10.7% |
| 1Y | +17.4% | +2,427.1% | -2,409.7% | -9.6% |
| All | -21.1% | +2,481.0% | -2,502.2% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling