+76,578.9%
MU vs EVRG
+2,240.5%
+74,338.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.7% | +6.0% |
| 7D | -12.0% | +1.7% | -13.7% | -12.8% |
| 30D | -28.7% | +8.7% | -37.4% | -31.7% |
| 3M | -16.4% | +6.4% | -22.9% | -19.2% |
| 6M | -1.8% | +9.4% | -11.2% | -6.9% |
| YTD | +157.1% | +24.5% | +132.6% | +128.4% |
| 1Y | +208.5% | +20.5% | +188.0% | +178.2% |
| 3Y | +906.2% | +101.6% | +804.6% | +599.1% |
| 5Y | +893.4% | +67.5% | +826.0% | +637.5% |
| 10Y | +4,271.9% | +122.3% | +4,149.5% | +2,578.8% |
| All | +76,578.9% | +2,240.5% | +74,338.4% | +16,970.4% |
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 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