+138.8%
MLM vs EVRG
+124.6%
+14.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | +9.0% | +7.4% | +1.6% | +5.8% |
| 3M | -5.6% | +7.2% | -12.8% | -8.4% |
| 6M | -10.7% | +9.5% | -20.2% | -14.2% |
| YTD | -17.2% | +25.6% | -42.7% | -25.0% |
| 1Y | -14.2% | +20.4% | -34.6% | -21.0% |
| 3Y | +15.6% | +108.8% | -93.2% | -16.7% |
| 5Y | +26.2% | +68.0% | -41.7% | -0.7% |
| All | +138.8% | +124.6% | +14.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling