+177.5%
MCD vs EVRG
+113.2%
+64.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -7.0% | 0.0% | -7.1% | -7.1% |
| 3M | -9.8% | -1.0% | -8.8% | -9.6% |
| 6M | -21.8% | +1.0% | -22.7% | -22.2% |
| YTD | -15.6% | +15.1% | -30.7% | -20.3% |
| 1Y | -15.2% | +17.6% | -32.7% | -20.6% |
| 3Y | -2.6% | +70.5% | -73.0% | -21.8% |
| 5Y | +18.9% | +48.9% | -30.0% | -0.5% |
| All | +177.5% | +113.2% | +64.3% | +104.5% |
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