+127.0%
MP vs EVRG
+93.6%
+33.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | +1.9% | -12.4% | -10.7% |
| 30D | -23.5% | +9.0% | -32.6% | -24.5% |
| 3M | -25.4% | +6.3% | -31.8% | -26.2% |
| 6M | -51.3% | +9.9% | -61.2% | -52.5% |
| YTD | -29.9% | +23.8% | -53.7% | -35.2% |
| 1Y | -31.8% | +19.9% | -51.7% | -36.0% |
| 3Y | +127.0% | +94.3% | +32.7% | +51.2% |
| All | +127.0% | +93.6% | +33.4% | +51.2% |
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 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