+2.9%
MUB vs EVRG
+65.8%
-62.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | +2.4% | +7.5% | -5.1% | +2.0% |
| 3M | -1.1% | +6.8% | -7.9% | -1.5% |
| 6M | -1.0% | +7.7% | -8.7% | -1.5% |
| YTD | -0.3% | +24.9% | -25.2% | -1.7% |
| 1Y | 0.0% | +18.1% | -18.1% | -1.1% |
| 3Y | +10.2% | +101.9% | -91.7% | +5.3% |
| 5Y | +2.9% | +67.0% | -64.1% | -0.1% |
| All | +2.9% | +65.8% | -62.9% | -0.1% |
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