+3,087.2%
MMM vs EVRG
+2,261.5%
+825.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +12.1% | +7.4% | +4.8% | +9.7% |
| 3M | +1.4% | +7.2% | -5.8% | -0.8% |
| 6M | +26.6% | +9.5% | +17.1% | +22.9% |
| YTD | +16.8% | +25.6% | -8.8% | +8.5% |
| 1Y | +10.1% | +20.4% | -10.3% | +3.6% |
| 3Y | +158.4% | +108.8% | +49.6% | +103.8% |
| 5Y | +43.1% | +68.0% | -24.9% | +20.1% |
| 10Y | +74.2% | +124.6% | -50.5% | +30.6% |
| All | +3,087.2% | +2,261.5% | +825.7% | +1,201.0% |
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