+18.0%
MLM vs EVRG
+103.1%
-85.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -5.8% | +2.5% | -8.3% | -6.5% |
| 30D | +9.8% | +8.4% | +1.4% | +7.3% |
| 3M | -5.2% | +8.6% | -13.8% | -7.5% |
| 6M | -10.3% | +7.7% | -17.9% | -12.2% |
| YTD | -15.5% | +25.0% | -40.4% | -20.5% |
| 1Y | -15.0% | +18.7% | -33.8% | -19.0% |
| All | +18.0% | +103.1% | -85.1% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling