+642.2%
MPC vs EVRG
+45.5%
+596.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +5.4% | +1.1% | +4.3% | +5.2% |
| 30D | +31.0% | -1.0% | +32.0% | +31.2% |
| 3M | +46.0% | +0.4% | +45.6% | +45.6% |
| 6M | +77.3% | -0.8% | +78.2% | +77.1% |
| YTD | +141.9% | +15.3% | +126.6% | +131.5% |
| 1Y | +120.9% | +17.9% | +103.0% | +109.8% |
| 3Y | +182.7% | +71.9% | +110.8% | +138.0% |
| All | +642.2% | +45.5% | +596.7% | +530.5% |
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