+1,173.1%
MRVL vs EVRG
+124.6%
+1,048.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.8% |
| 7D | +11.0% | +1.4% | +9.6% | +10.6% |
| 30D | -36.1% | +7.4% | -43.5% | -37.6% |
| 3M | -29.4% | +7.2% | -36.7% | -31.0% |
| 6M | -11.9% | +9.5% | -21.3% | -14.8% |
| YTD | +84.8% | +25.6% | +59.2% | +70.5% |
| 1Y | +79.4% | +20.4% | +59.1% | +67.8% |
| 3Y | +195.7% | +108.8% | +86.9% | +125.0% |
| 5Y | +117.2% | +68.0% | +49.2% | +78.8% |
| All | +1,173.1% | +124.6% | +1,048.5% | +841.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling