+29.4%
MMM vs EIX
+22.8%
+6.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.3% | -19.1% | +15.8% | +1.9% |
| 30D | -7.0% | -16.9% | +9.9% | -3.1% |
| 3M | +10.8% | -20.0% | +30.8% | +16.7% |
| 6M | +5.8% | -21.3% | +27.1% | +11.8% |
| YTD | +6.8% | -1.7% | +8.5% | +3.9% |
| 1Y | +10.4% | +9.6% | +0.8% | +3.0% |
| 3Y | +104.7% | -3.7% | +108.4% | +94.7% |
| All | +29.4% | +22.8% | +6.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling