+893.4%
MU vs EVRG
+68.4%
+825.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.7% | +6.3% |
| 7D | -12.0% | +1.7% | -13.7% | -12.0% |
| 30D | -28.7% | +8.7% | -37.4% | -28.7% |
| 3M | -16.4% | +6.4% | -22.9% | -16.4% |
| 6M | -1.8% | +9.4% | -11.2% | -2.0% |
| YTD | +157.1% | +24.5% | +132.6% | +151.9% |
| 1Y | +208.5% | +20.5% | +188.0% | +203.7% |
| 3Y | +906.2% | +101.6% | +804.6% | +814.0% |
| 5Y | +893.4% | +67.5% | +826.0% | +855.2% |
| All | +893.4% | +68.4% | +825.0% | +855.2% |
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 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