+1,049.8%
MDB vs EVRG
+116.2%
+933.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -17.4% | +1.1% | -18.5% | -17.6% |
| 30D | -2.0% | -1.0% | -1.0% | -1.8% |
| 3M | -3.0% | +0.4% | -3.4% | -3.3% |
| 6M | +48.7% | -0.8% | +49.5% | +48.3% |
| YTD | -12.1% | +15.3% | -27.5% | -15.9% |
| 1Y | +14.5% | +17.9% | -3.4% | +8.7% |
| 3Y | -6.1% | +71.9% | -78.1% | -20.7% |
| 5Y | -27.3% | +45.3% | -72.6% | -35.8% |
| All | +1,049.8% | +116.2% | +933.6% | +846.5% |
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