+89.0%
MGY vs EVRG
+48.0%
+41.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +5.3% | -1.2% | +6.5% | +5.6% |
| 3M | +2.6% | -0.6% | +3.3% | +2.8% |
| 6M | -3.3% | +2.4% | -5.7% | -4.3% |
| YTD | +29.2% | +15.5% | +13.8% | +22.9% |
| 1Y | +18.0% | +16.8% | +1.2% | +11.6% |
| 3Y | +30.0% | +75.0% | -45.0% | +5.4% |
| All | +89.0% | +48.0% | +41.0% | +63.1% |
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 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