+433.8%
MAR vs EVRG
+113.9%
+319.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -5.4% | -1.2% | -4.2% | -5.1% |
| 3M | -15.5% | -0.6% | -14.9% | -15.5% |
| 6M | +3.0% | +2.4% | +0.5% | +2.0% |
| YTD | +8.5% | +15.5% | -6.9% | +3.8% |
| 1Y | +26.0% | +16.8% | +9.1% | +20.0% |
| 3Y | +68.6% | +75.0% | -6.4% | +41.9% |
| 5Y | +157.4% | +49.3% | +108.0% | +125.5% |
| All | +433.8% | +113.9% | +319.9% | +358.9% |
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