+166.2%
EOG vs MCO
+28.6%
+137.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +1.5% | -3.8% | +5.3% | +2.2% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | +8.7% | +7.7% | +1.0% | +6.7% |
| 6M | +12.9% | +7.0% | +5.9% | +10.7% |
| YTD | +43.8% | -6.4% | +50.2% | +44.6% |
| 1Y | +27.1% | -7.6% | +34.7% | +28.0% |
| 3Y | +25.9% | +43.2% | -17.3% | +12.1% |
| All | +166.2% | +28.6% | +137.6% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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