-40.2%
MDB vs EVRG
+67.4%
-107.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.0% |
| 30D | -14.0% | +9.2% | -23.2% | -14.0% |
| 3M | -20.3% | +8.6% | -29.0% | -20.4% |
| 6M | +10.9% | +10.0% | +0.9% | +10.5% |
| YTD | -20.9% | +25.1% | -46.0% | -22.4% |
| 1Y | -11.2% | +19.5% | -30.7% | -12.4% |
| 3Y | -11.9% | +102.3% | -114.2% | -21.3% |
| 5Y | -40.2% | +66.8% | -107.0% | -41.0% |
| All | -40.2% | +67.4% | -107.5% | -41.0% |
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 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