+73.9%
MUB vs EVRG
+633.7%
-559.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | -2.2% | +0.4% | -2.6% | -2.2% |
| 6M | -1.9% | -0.8% | -1.0% | -1.9% |
| YTD | -0.8% | +15.3% | -16.1% | -1.5% |
| 1Y | +2.7% | +17.9% | -15.1% | +1.9% |
| 3Y | +8.6% | +71.9% | -63.3% | +5.7% |
| 5Y | +2.0% | +45.3% | -43.2% | -0.1% |
| 10Y | +17.9% | +113.1% | -95.1% | +13.0% |
| All | +73.9% | +633.7% | -559.7% | +58.7% |
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