+183.5%
MAR vs EVRG
+66.7%
+116.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | +13.8% | +7.4% | +6.4% | +11.8% |
| 3M | +20.3% | +7.2% | +13.1% | +18.2% |
| 6M | +21.3% | +9.5% | +11.8% | +18.4% |
| YTD | +37.2% | +25.6% | +11.6% | +29.0% |
| 1Y | +48.4% | +20.4% | +28.1% | +41.0% |
| 3Y | +120.1% | +108.8% | +11.3% | +79.1% |
| All | +183.5% | +66.7% | +116.8% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling