+189.8%
MU vs EIX
+11.2%
+178.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.4% |
| 7D | -12.0% | +0.7% | -12.8% | -11.9% |
| 30D | -28.7% | +8.8% | -37.5% | -28.1% |
| 3M | -16.4% | -10.9% | -5.5% | -16.7% |
| 6M | -1.8% | -10.3% | +8.5% | -1.3% |
| YTD | +157.1% | +5.8% | +151.2% | +168.2% |
| All | +189.8% | +11.2% | +178.6% | +207.8% |
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