+6,923.6%
MCK vs EIX
+1,120.6%
+5,803.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.9% | -1.4% | -1.6% | -2.7% |
| 30D | +0.4% | -19.3% | +19.7% | +3.7% |
| 3M | +12.1% | -21.7% | +33.8% | +16.3% |
| 6M | -5.4% | -19.8% | +14.4% | -2.5% |
| YTD | +7.8% | -3.0% | +10.8% | +6.9% |
| 1Y | +22.9% | +5.1% | +17.9% | +19.9% |
| 3Y | +110.7% | -7.0% | +117.7% | +107.1% |
| 5Y | +346.2% | +22.0% | +324.1% | +312.5% |
| 10Y | +440.1% | +19.8% | +420.3% | +388.3% |
| All | +6,923.6% | +1,120.6% | +5,803.0% | +4,643.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling