+166.4%
MTZ vs EVRG
+49.3%
+117.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.5% |
| 7D | +3.6% | +0.9% | +2.7% | +3.2% |
| 30D | -9.6% | -0.5% | -9.1% | -9.5% |
| 3M | -31.9% | +1.5% | -33.5% | -32.5% |
| 6M | -13.8% | +1.2% | -15.0% | -14.5% |
| YTD | +13.3% | +16.3% | -3.1% | +6.2% |
| 1Y | +39.3% | +20.3% | +19.0% | +28.6% |
| 3Y | +168.3% | +72.3% | +96.0% | +110.5% |
| 5Y | +166.4% | +46.7% | +119.7% | +125.3% |
| All | +166.4% | +49.3% | +117.1% | +125.3% |
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