+229.2%
MXL vs EVRG
+72.5%
+156.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.6% |
| 7D | +18.9% | +0.1% | +18.8% | +18.9% |
| 30D | +0.3% | -1.2% | +1.5% | +0.2% |
| 3M | -8.0% | -0.6% | -7.4% | -8.2% |
| 6M | +341.2% | +2.4% | +338.8% | +341.2% |
| YTD | +327.8% | +15.5% | +312.4% | +325.4% |
| 1Y | +364.9% | +16.8% | +348.1% | +362.0% |
| 3Y | +229.2% | +75.0% | +154.2% | +214.0% |
| All | +229.2% | +72.5% | +156.7% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling