+178.1%
EOG vs MKC
-33.9%
+212.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.0% | -2.8% | +3.8% | +1.4% |
| 30D | +2.8% | -3.4% | +6.2% | +3.3% |
| 3M | +5.9% | +3.8% | +2.1% | +5.1% |
| 6M | +17.1% | -17.9% | +35.0% | +20.3% |
| YTD | +43.9% | -23.6% | +67.5% | +49.4% |
| 1Y | +26.9% | -23.1% | +50.0% | +31.4% |
| 3Y | +23.6% | -31.5% | +55.1% | +30.2% |
| 5Y | +178.1% | -33.1% | +211.2% | +218.3% |
| All | +178.1% | -33.9% | +212.1% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling