+89.9%
MTZ vs EVRG
+67.4%
+22.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.5% |
| 7D | -8.7% | +3.5% | -12.2% | -9.9% |
| 30D | -15.0% | +9.2% | -24.2% | -17.9% |
| 3M | -32.6% | +8.6% | -41.2% | -34.8% |
| 6M | -56.3% | +10.0% | -66.3% | -58.1% |
| YTD | -16.8% | +25.1% | -41.9% | -24.3% |
| 1Y | -10.0% | +19.5% | -29.6% | -16.7% |
| 3Y | +267.1% | +102.3% | +164.8% | +167.3% |
| 5Y | +89.9% | +66.8% | +23.0% | +55.9% |
| All | +89.9% | +67.4% | +22.5% | +55.9% |
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 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