+453.7%
MP vs EVRG
+77.0%
+376.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.3% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | +8.3% | -0.5% | +8.9% | +8.4% |
| 3M | -3.8% | +1.5% | -5.4% | -4.6% |
| 6M | -4.9% | +1.2% | -6.1% | -5.8% |
| YTD | +9.6% | +16.3% | -6.7% | +3.8% |
| 1Y | -11.7% | +20.3% | -32.0% | -17.3% |
| 3Y | +158.5% | +72.3% | +86.2% | +113.0% |
| 5Y | +68.9% | +46.7% | +22.2% | +42.8% |
| All | +453.7% | +77.0% | +376.7% | +380.6% |
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