+906.4%
MOD vs EVRG
+121.0%
+785.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -25.5% | +1.9% | -27.4% | -26.0% |
| 30D | -49.0% | +9.0% | -58.0% | -50.5% |
| 3M | -49.8% | +6.3% | -56.1% | -50.9% |
| 6M | -64.8% | +9.9% | -74.7% | -66.0% |
| YTD | -27.6% | +23.8% | -51.5% | -32.8% |
| 1Y | -35.2% | +19.9% | -55.1% | -39.2% |
| 3Y | +137.1% | +94.3% | +42.9% | +87.7% |
| 5Y | +760.3% | +64.6% | +695.6% | +616.7% |
| All | +906.4% | +121.0% | +785.4% | +729.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling