+2,444.0%
MULL vs EVRG
+39.6%
+2,404.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -2.8% |
| 7D | +14.0% | +0.9% | +13.1% | +14.3% |
| 30D | +24.8% | -0.5% | +25.4% | +24.7% |
| 3M | -16.1% | +1.5% | -17.6% | -15.6% |
| 6M | +330.9% | +1.2% | +329.7% | +334.1% |
| YTD | +545.0% | +16.3% | +528.7% | +497.2% |
| 1Y | +2,427.1% | +20.3% | +2,406.9% | +2,187.1% |
| All | +2,444.0% | +39.6% | +2,404.4% | +2,247.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling