+44.5%
MMM vs EVRG
+65.8%
-21.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | +14.4% | +7.5% | +6.9% | +11.0% |
| 3M | +1.8% | +6.8% | -5.0% | -1.1% |
| 6M | +31.3% | +7.7% | +23.5% | +27.0% |
| YTD | +18.0% | +24.9% | -6.9% | +6.7% |
| 1Y | +10.9% | +18.1% | -7.2% | +2.7% |
| 3Y | +160.6% | +101.9% | +58.7% | +88.1% |
| 5Y | +44.5% | +67.0% | -22.5% | +12.4% |
| All | +44.5% | +65.8% | -21.3% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling