+5,979.9%
MCD vs EVRG
+2,068.9%
+3,911.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -6.0% | -1.0% | -5.0% | -5.8% |
| 3M | -5.6% | +0.4% | -6.0% | -5.7% |
| 6M | -21.9% | -0.8% | -21.0% | -21.8% |
| YTD | -14.7% | +15.3% | -30.0% | -17.9% |
| 1Y | -17.3% | +17.9% | -35.2% | -20.9% |
| 3Y | -2.2% | +71.9% | -74.1% | -15.5% |
| 5Y | +20.3% | +45.3% | -25.0% | +7.8% |
| 10Y | +180.7% | +113.1% | +67.6% | +125.9% |
| All | +5,979.9% | +2,068.9% | +3,911.0% | +2,606.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling