+3,070.5%
MLM vs EVRG
+1,207.8%
+1,862.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.4% |
| 30D | -6.8% | -1.0% | -5.8% | -6.5% |
| 3M | -11.2% | +0.4% | -11.6% | -11.5% |
| 6M | -21.8% | -0.8% | -21.0% | -21.7% |
| YTD | -17.0% | +15.3% | -32.3% | -21.8% |
| 1Y | -16.4% | +17.9% | -34.3% | -22.0% |
| 3Y | +14.5% | +71.9% | -57.5% | -9.2% |
| 5Y | +41.7% | +45.3% | -3.5% | +19.4% |
| 10Y | +200.0% | +113.1% | +87.0% | +110.1% |
| All | +3,070.5% | +1,207.8% | +1,862.7% | +1,040.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling