-11.7%
MP vs EVRG
+18.5%
-30.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.9% |
| 7D | +3.0% | +0.9% | +2.1% | +3.5% |
| 30D | +8.3% | -0.5% | +8.9% | +8.3% |
| 3M | -3.8% | +1.5% | -5.4% | -3.7% |
| 6M | -4.9% | +1.2% | -6.1% | -4.0% |
| YTD | +9.6% | +16.3% | -6.7% | +6.7% |
| 1Y | -11.7% | +20.3% | -32.0% | +9.2% |
| All | -11.7% | +18.5% | -30.2% | +9.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling