+74.1%
MUB vs EVRG
+698.8%
-624.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +2.2% | +7.4% | -5.2% | +1.8% |
| 3M | -1.6% | +7.2% | -8.8% | -2.0% |
| 6M | -1.3% | +9.5% | -10.7% | -1.7% |
| YTD | -0.7% | +25.6% | -26.2% | -1.8% |
| 1Y | -0.2% | +20.4% | -20.6% | -1.1% |
| 3Y | +9.6% | +108.8% | -99.2% | +5.8% |
| 5Y | +2.6% | +68.0% | -65.4% | -0.3% |
| 10Y | +21.5% | +124.6% | -103.1% | +16.1% |
| All | +74.1% | +698.8% | -624.7% | +58.2% |
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 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