+2,812.9%
MMM vs EVRG
+2,068.9%
+744.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.3% | +1.1% | -4.4% | -3.7% |
| 30D | -7.0% | -1.0% | -6.0% | -6.8% |
| 3M | +10.8% | +0.4% | +10.4% | +10.6% |
| 6M | +5.8% | -0.8% | +6.6% | +5.9% |
| YTD | +6.8% | +15.3% | -8.6% | +1.8% |
| 1Y | +10.4% | +17.9% | -7.5% | +4.5% |
| 3Y | +104.7% | +71.9% | +32.8% | +71.4% |
| 5Y | +23.6% | +45.3% | -21.7% | +8.5% |
| 10Y | +54.1% | +113.1% | -58.9% | +17.6% |
| All | +2,812.9% | +2,068.9% | +744.0% | +1,121.3% |
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