+847.8%
MU vs EIX
+18.0%
+829.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.6% |
| 7D | -22.0% | +1.0% | -23.0% | -22.2% |
| 30D | -36.6% | +9.1% | -45.7% | -37.7% |
| 3M | -21.7% | -10.2% | -11.5% | -21.2% |
| 6M | +3.5% | -11.2% | +14.8% | +4.0% |
| YTD | +141.9% | +4.5% | +137.5% | +130.3% |
| 1Y | +189.8% | +10.9% | +179.0% | +170.4% |
| 3Y | +855.4% | +8.4% | +847.0% | +759.8% |
| All | +847.8% | +18.0% | +829.8% | +710.4% |
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