+1,315.7%
MU vs EIX
+22.8%
+1,292.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +9.0% | -19.1% | +28.1% | +12.7% |
| 30D | +13.8% | -16.9% | +30.7% | +16.6% |
| 3M | +2.1% | -20.0% | +22.1% | +5.2% |
| 6M | +153.8% | -21.3% | +175.1% | +162.6% |
| YTD | +256.4% | -1.7% | +258.1% | +243.9% |
| 1Y | +719.8% | +9.6% | +710.2% | +662.4% |
| 3Y | +1,360.4% | -3.7% | +1,364.0% | +1,258.3% |
| All | +1,315.7% | +22.8% | +1,292.9% | +1,090.5% |
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