+191.0%
MOD vs EVRG
+104.1%
+86.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.6% | +27.3% | +27.9% |
| 7D | +40.4% | +1.4% | +39.0% | +40.5% |
| 30D | -14.0% | +7.4% | -21.4% | -14.0% |
| 3M | -33.3% | +7.2% | -40.6% | -33.4% |
| 6M | -51.4% | +9.5% | -60.9% | -51.5% |
| YTD | +1.6% | +25.6% | -24.0% | +0.3% |
| 1Y | +5.4% | +20.3% | -15.0% | +4.5% |
| 3Y | +191.0% | +108.8% | +82.2% | +181.9% |
| All | +191.0% | +104.1% | +86.9% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling