+158.4%
MMM vs EVRG
+104.1%
+54.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | +12.1% | +7.4% | +4.8% | +9.3% |
| 3M | +1.4% | +7.2% | -5.8% | -1.1% |
| 6M | +26.6% | +9.5% | +17.1% | +22.3% |
| YTD | +16.8% | +25.6% | -8.8% | +7.0% |
| 1Y | +10.1% | +20.4% | -10.3% | +2.4% |
| 3Y | +158.4% | +108.8% | +49.6% | +102.6% |
| All | +158.4% | +104.1% | +54.3% | +102.6% |
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