+118.9%
EOG vs MKC
+29.9%
+89.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | +2.9% | -3.1% | +6.1% | +3.5% |
| 3M | +8.7% | +5.2% | +3.5% | +7.5% |
| 6M | +12.9% | -12.8% | +25.7% | +15.3% |
| YTD | +43.8% | -23.3% | +67.1% | +50.3% |
| 1Y | +27.1% | -24.1% | +51.2% | +32.8% |
| 3Y | +25.9% | -32.1% | +58.0% | +33.5% |
| 5Y | +177.9% | -32.8% | +210.7% | +192.6% |
| All | +118.9% | +29.9% | +89.0% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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