+14,639.2%
MO vs EVRG
+2,060.4%
+12,578.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +3.6% | -0.2% | +3.8% | +3.6% |
| 3M | -3.7% | -0.5% | -3.3% | -3.6% |
| 6M | +4.5% | +0.2% | +4.3% | +4.5% |
| YTD | +21.5% | +14.9% | +6.6% | +16.9% |
| 1Y | +9.5% | +18.2% | -8.7% | +4.5% |
| 3Y | +93.6% | +70.2% | +23.4% | +66.4% |
| 5Y | +97.5% | +45.3% | +52.2% | +76.0% |
| 10Y | +111.2% | +112.4% | -1.3% | +66.4% |
| All | +14,639.2% | +2,060.4% | +12,578.8% | +6,177.9% |
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