+3,118.4%
MMM vs EVRG
+2,247.9%
+870.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +14.4% | +7.5% | +6.9% | +11.9% |
| 3M | +1.8% | +6.8% | -5.0% | -0.3% |
| 6M | +31.3% | +7.7% | +23.5% | +28.1% |
| YTD | +18.0% | +24.9% | -6.9% | +9.7% |
| 1Y | +10.9% | +18.1% | -7.2% | +4.9% |
| 3Y | +160.6% | +101.9% | +58.7% | +107.7% |
| 5Y | +44.5% | +67.0% | -22.5% | +21.5% |
| 10Y | +75.9% | +123.3% | -47.5% | +32.1% |
| All | +3,118.4% | +2,247.9% | +870.5% | +1,216.2% |
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