+46.1%
MRK vs EVRG
+72.0%
-25.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | +11.0% | 0.0% | +10.9% | +10.9% |
| 3M | +22.4% | -1.0% | +23.3% | +22.9% |
| 6M | +25.4% | +1.0% | +24.4% | +25.1% |
| YTD | +39.5% | +15.1% | +24.4% | +33.9% |
| 1Y | +78.0% | +17.6% | +60.4% | +69.7% |
| All | +46.1% | +72.0% | -25.8% | +27.1% |
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