-1.5%
MCD vs EVRG
+72.7%
-74.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -6.1% | -0.5% | -5.6% | -6.0% |
| 3M | -7.3% | +1.5% | -8.8% | -7.8% |
| 6M | -20.9% | +1.2% | -22.1% | -21.3% |
| YTD | -14.7% | +16.3% | -31.0% | -19.1% |
| 1Y | -16.1% | +20.3% | -36.4% | -21.3% |
| 3Y | -1.5% | +72.3% | -73.8% | -18.0% |
| All | -1.5% | +72.7% | -74.2% | -18.0% |
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