+8,261.0%
MTB vs EVRG
+2,087.5%
+6,173.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -4.2% | -0.5% | -3.6% | -4.0% |
| 3M | +7.8% | +1.5% | +6.3% | +7.1% |
| 6M | +14.8% | +1.2% | +13.7% | +14.1% |
| YTD | +20.8% | +16.3% | +4.4% | +13.4% |
| 1Y | +23.1% | +20.3% | +2.9% | +13.9% |
| 3Y | +114.8% | +72.3% | +42.5% | +71.4% |
| 5Y | +103.3% | +46.7% | +56.6% | +71.3% |
| 10Y | +173.0% | +113.8% | +59.2% | +97.8% |
| All | +8,261.0% | +2,087.5% | +6,173.4% | +3,353.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling