-45.5%
MUZ vs EVRG
+8.3%
-53.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.5% | -13.3% | -14.1% |
| 7D | +14.0% | +1.7% | +12.3% | +9.8% |
| 30D | +57.6% | +8.7% | +48.9% | +37.1% |
| 3M | -3.1% | +6.4% | -9.5% | -13.1% |
| All | -45.5% | +8.3% | -53.9% | -57.5% |
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 · Available span rolling