-23.6%
EIX vs MULL
+2,620.5%
-2,644.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -3.3% |
| 7D | +4.1% | +14.8% | -10.7% | +3.7% |
| 30D | -15.3% | +36.6% | -51.9% | -16.1% |
| 3M | -18.4% | -8.9% | -9.6% | -19.4% |
| 6M | -16.8% | +311.9% | -328.8% | -24.6% |
| YTD | -0.6% | +579.8% | -580.4% | -13.7% |
| 1Y | +10.7% | +2,421.5% | -2,410.9% | -14.6% |
| All | -23.6% | +2,620.5% | -2,644.1% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling