+30.7%
MCO vs EVRG
+48.0%
-17.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -0.4% | -1.2% | +0.8% | +0.1% |
| 3M | +7.7% | -0.6% | +8.3% | +7.9% |
| 6M | +7.0% | +2.4% | +4.6% | +5.5% |
| YTD | -6.4% | +15.5% | -21.9% | -13.1% |
| 1Y | -7.6% | +16.8% | -24.5% | -14.9% |
| 3Y | +43.2% | +75.0% | -31.8% | +8.0% |
| All | +30.7% | +48.0% | -17.3% | +5.7% |
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