+1,209.8%
MET vs EVRG
+1,674.9%
-465.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +1.2% | +1.1% | 0.0% | +0.5% |
| 30D | +1.4% | -1.0% | +2.4% | +1.9% |
| 3M | +17.7% | +0.4% | +17.3% | +17.2% |
| 6M | +35.0% | -0.8% | +35.8% | +35.0% |
| YTD | +26.3% | +15.3% | +10.9% | +15.1% |
| 1Y | +22.8% | +17.9% | +4.9% | +10.4% |
| 3Y | +65.9% | +71.9% | -6.0% | +17.6% |
| 5Y | +85.4% | +45.3% | +40.1% | +42.2% |
| 10Y | +253.7% | +113.1% | +140.7% | +108.2% |
| All | +1,209.8% | +1,674.9% | -465.1% | +182.1% |
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 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