+129.9%
MRK vs EVRG
+48.0%
+81.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +8.3% | -1.2% | +9.5% | +8.6% |
| 3M | +20.0% | -0.6% | +20.7% | +20.3% |
| 6M | +25.7% | +2.4% | +23.2% | +24.9% |
| YTD | +38.7% | +15.5% | +23.3% | +33.4% |
| 1Y | +74.7% | +16.8% | +57.9% | +67.4% |
| 3Y | +45.4% | +75.0% | -29.6% | +25.7% |
| All | +129.9% | +48.0% | +81.9% | +112.5% |
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