+1,847.4%
MRVL vs EVRG
+113.2%
+1,734.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | +6.9% | 0.0% | +6.9% | +6.9% |
| 3M | -10.1% | -1.0% | -9.2% | -10.2% |
| 6M | +143.4% | +1.0% | +142.5% | +141.1% |
| YTD | +167.5% | +15.1% | +152.4% | +153.8% |
| 1Y | +239.0% | +17.6% | +221.4% | +218.7% |
| 3Y | +311.0% | +70.5% | +240.5% | +234.9% |
| 5Y | +278.0% | +48.9% | +229.1% | +223.0% |
| All | +1,847.4% | +113.2% | +1,734.1% | +1,370.1% |
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 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