-18.7%
EIX vs MULL
+1,100.2%
-1,118.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.3% | -11.0% | +1.1% |
| 7D | +0.7% | -27.1% | +27.8% | +1.1% |
| 30D | +8.8% | -54.2% | +63.0% | +10.1% |
| 3M | -10.9% | -42.0% | +31.0% | -10.6% |
| 6M | -10.3% | -43.5% | +33.2% | -12.3% |
| YTD | +5.8% | +199.9% | -194.1% | -7.0% |
| 1Y | +11.4% | +292.8% | -281.5% | -4.6% |
| All | -18.7% | +1,100.2% | -1,118.9% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling