+4,053.9%
EOG vs MCO
+7,404.7%
-3,350.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +1.5% | -3.8% | +5.3% | +2.8% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | +8.7% | +7.7% | +1.0% | +5.4% |
| 6M | +12.9% | +7.0% | +5.9% | +9.2% |
| YTD | +43.8% | -6.4% | +50.2% | +44.4% |
| 1Y | +27.1% | -7.6% | +34.7% | +27.8% |
| 3Y | +25.9% | +43.2% | -17.3% | +7.3% |
| 5Y | +177.9% | +29.6% | +148.4% | +139.6% |
| 10Y | +119.7% | +389.2% | -269.6% | +20.6% |
| All | +4,053.9% | +7,404.7% | -3,350.8% | +1,029.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling