+2,302.1%
MULL vs EVRG
+38.5%
+2,263.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | +9.7% | -1.2% | +10.9% | +9.5% |
| 3M | -26.8% | -0.6% | -26.1% | -26.6% |
| 6M | +220.7% | +2.4% | +218.3% | +220.0% |
| YTD | +509.0% | +15.5% | +493.6% | +462.9% |
| 1Y | +1,739.5% | +16.8% | +1,722.7% | +1,583.1% |
| All | +2,302.1% | +38.5% | +2,263.6% | +2,112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling