+170.1%
MTB vs EVRG
+113.9%
+56.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -4.8% | -1.2% | -3.6% | -4.3% |
| 3M | +6.0% | -0.6% | +6.6% | +6.1% |
| 6M | +19.6% | +2.4% | +17.2% | +17.7% |
| YTD | +21.5% | +15.5% | +6.0% | +11.9% |
| 1Y | +24.7% | +16.8% | +7.9% | +13.9% |
| 3Y | +108.6% | +75.0% | +33.6% | +51.1% |
| 5Y | +106.7% | +49.3% | +57.4% | +60.8% |
| All | +170.1% | +113.9% | +56.2% | +89.6% |
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