+3,565.2%
MOD vs EVRG
+2,068.9%
+1,496.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +9.6% | +1.1% | +8.5% | +9.0% |
| 30D | 0.0% | -1.0% | +1.0% | +0.5% |
| 3M | -35.4% | +0.4% | -35.8% | -35.8% |
| 6M | -7.3% | -0.8% | -6.4% | -7.4% |
| YTD | +45.8% | +15.3% | +30.5% | +34.5% |
| 1Y | +43.1% | +17.9% | +25.3% | +30.4% |
| 3Y | +297.7% | +71.9% | +225.7% | +192.2% |
| 5Y | +1,478.8% | +45.3% | +1,433.5% | +1,147.8% |
| 10Y | +1,633.4% | +113.1% | +1,520.3% | +930.2% |
| All | +3,565.2% | +2,068.9% | +1,496.3% | +815.7% |
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