-18.9%
EIX vs MULL
+1,303.2%
-1,322.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | -1.5% | +43.3% | -44.7% | -2.2% |
| 30D | +8.1% | -37.4% | +45.6% | +8.8% |
| 3M | -12.1% | -36.8% | +24.7% | -11.9% |
| 6M | -13.4% | -36.9% | +23.4% | -15.4% |
| YTD | +5.6% | +250.7% | -245.1% | -7.5% |
| 1Y | +7.8% | +337.6% | -329.8% | -7.5% |
| All | -18.9% | +1,303.2% | -1,322.1% | -41.6% |
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