+7,285.9%
MCO vs EVRG
+1,257.1%
+6,028.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.8% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | +5.7% | -0.5% | +6.1% | +5.8% |
| 6M | +3.0% | +0.2% | +2.8% | +2.6% |
| YTD | -6.5% | +14.9% | -21.4% | -12.7% |
| 1Y | -5.8% | +18.2% | -24.0% | -13.3% |
| 3Y | +43.1% | +70.2% | -27.1% | +11.1% |
| 5Y | +29.5% | +45.3% | -15.9% | +6.9% |
| 10Y | +388.8% | +112.4% | +276.4% | +232.7% |
| All | +7,285.9% | +1,257.1% | +6,028.9% | +2,635.5% |
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 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