+17.3%
MUB vs EVRG
+113.9%
-96.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | -2.8% | -0.6% | -2.2% | -2.8% |
| 6M | -2.2% | +2.4% | -4.7% | -2.4% |
| YTD | -1.6% | +15.5% | -17.0% | -2.5% |
| 1Y | 0.0% | +16.8% | -16.8% | -1.0% |
| 3Y | +7.9% | +75.0% | -67.1% | +3.8% |
| 5Y | +1.2% | +49.3% | -48.1% | -1.9% |
| All | +17.3% | +113.9% | -96.6% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling