+297.0%
MXL vs EVRG
+15.1%
+281.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.9% | -12.0% | -10.2% |
| 7D | -24.3% | +2.3% | -26.7% | -22.4% |
| 30D | -46.1% | +9.0% | -55.1% | -41.6% |
| 3M | -21.8% | +3.7% | -25.5% | -18.8% |
| 6M | -27.2% | +6.8% | -34.0% | -22.0% |
| YTD | +226.2% | +21.9% | +204.2% | +245.7% |
| 1Y | +297.0% | +15.8% | +281.2% | +327.6% |
| All | +297.0% | +15.1% | +281.9% | +327.6% |
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