+282.4%
MXL vs EVRG
+586.7%
-304.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.8% | +8.1% |
| 7D | +19.0% | +0.6% | +18.4% | +18.6% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | -1.5% | -0.5% | -1.1% | -2.0% |
| 6M | +348.6% | +0.2% | +348.4% | +342.1% |
| YTD | +310.3% | +14.9% | +295.4% | +277.9% |
| 1Y | +344.7% | +18.2% | +326.5% | +302.7% |
| 3Y | +211.2% | +70.2% | +141.0% | +129.0% |
| 5Y | +34.8% | +45.3% | -10.5% | +6.4% |
| 10Y | +286.5% | +112.4% | +174.1% | +123.4% |
| All | +282.4% | +586.7% | -304.3% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling