+1,530.3%
MOD vs EVRG
+45.5%
+1,484.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +9.6% | +1.1% | +8.5% | +9.3% |
| 30D | 0.0% | -1.0% | +1.0% | +0.2% |
| 3M | -35.4% | +0.4% | -35.8% | -35.6% |
| 6M | -7.3% | -0.8% | -6.4% | -7.3% |
| YTD | +45.8% | +15.3% | +30.5% | +39.5% |
| 1Y | +43.1% | +17.9% | +25.3% | +36.1% |
| 3Y | +297.7% | +71.9% | +225.7% | +232.8% |
| All | +1,530.3% | +45.5% | +1,484.8% | +1,342.3% |
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