+601.0%
MPC vs EVRG
+66.7%
+534.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +11.2% | +1.4% | +9.8% | +10.9% |
| 30D | -14.5% | +7.4% | -21.9% | -16.0% |
| 3M | +16.7% | +7.2% | +9.4% | +14.6% |
| 6M | +67.6% | +9.5% | +58.1% | +63.4% |
| YTD | +157.9% | +25.6% | +132.3% | +141.3% |
| 1Y | +116.7% | +20.4% | +96.3% | +105.2% |
| 3Y | +199.8% | +108.8% | +90.9% | +137.0% |
| All | +601.0% | +66.7% | +534.3% | +491.9% |
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