+475.1%
MULL vs EVRG
+15.1%
+459.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.9% | -14.6% | -12.4% |
| 7D | -35.9% | +2.3% | -38.2% | -33.2% |
| 30D | -47.3% | +9.0% | -56.3% | -40.0% |
| 3M | -30.6% | +3.7% | -34.3% | -25.3% |
| 6M | +13.7% | +6.8% | +6.9% | +31.0% |
| YTD | +272.1% | +21.9% | +250.2% | +278.7% |
| 1Y | +475.1% | +15.8% | +459.3% | +548.8% |
| All | +475.1% | +15.1% | +459.9% | +548.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling