+1,065.8%
MDB vs EVRG
+115.7%
+950.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -14.9% | 0.0% | -14.9% | -14.9% |
| 3M | +7.3% | -1.0% | +8.3% | +7.4% |
| 6M | +38.2% | +1.0% | +37.2% | +37.2% |
| YTD | -10.9% | +15.1% | -26.0% | -14.7% |
| 1Y | +11.6% | +17.6% | -5.9% | +6.1% |
| 3Y | -0.9% | +70.5% | -71.4% | -16.0% |
| 5Y | -23.5% | +48.9% | -72.4% | -33.0% |
| All | +1,065.8% | +115.7% | +950.1% | +860.1% |
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 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