+120.5%
EOG vs MLM
+167.5%
-47.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | 0.0% |
| 7D | -6.0% | -3.8% | -2.1% | -4.8% |
| 30D | +0.9% | +11.0% | -10.1% | -3.1% |
| 3M | +10.9% | -3.1% | +14.0% | +11.6% |
| 6M | +15.8% | -9.8% | +25.6% | +18.1% |
| YTD | +45.8% | -14.4% | +60.2% | +49.8% |
| 1Y | +45.3% | -12.6% | +57.9% | +47.7% |
| 3Y | +36.2% | +19.7% | +16.4% | +17.7% |
| 5Y | +94.0% | +29.8% | +64.2% | +55.9% |
| 10Y | +120.5% | +153.5% | -33.0% | +19.6% |
| All | +120.5% | +167.5% | -47.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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