+120.1%
MAR vs EVRG
+104.1%
+16.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +13.8% | +7.4% | +6.4% | +12.4% |
| 3M | +20.3% | +7.2% | +13.1% | +18.8% |
| 6M | +21.3% | +9.5% | +11.8% | +19.3% |
| YTD | +37.2% | +25.6% | +11.6% | +31.3% |
| 1Y | +48.4% | +20.4% | +28.1% | +43.1% |
| 3Y | +120.1% | +108.8% | +11.3% | +97.0% |
| All | +120.1% | +104.1% | +16.0% | +97.0% |
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