-3.5%
MCD vs EIX
+11.2%
-14.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +5.9% | +0.7% | +5.2% | +5.9% |
| 30D | +19.6% | +8.8% | +10.9% | +18.8% |
| 3M | +3.3% | -10.9% | +14.2% | +3.3% |
| 6M | +3.5% | -10.3% | +13.8% | +2.8% |
| YTD | -6.1% | +5.8% | -11.9% | -11.1% |
| All | -3.5% | +11.2% | -14.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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