+127.0%
EOG vs MLM
+149.0%
-22.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | +2.9% | +10.4% | -7.5% | -1.0% |
| 3M | +7.2% | -3.7% | +11.0% | +8.2% |
| 6M | +18.2% | -10.3% | +28.4% | +20.7% |
| YTD | +48.9% | -14.8% | +63.7% | +53.2% |
| 1Y | +46.7% | -13.9% | +60.6% | +50.0% |
| 3Y | +37.4% | +18.4% | +19.0% | +19.2% |
| 5Y | +103.9% | +31.8% | +72.1% | +62.2% |
| 10Y | +127.0% | +143.4% | -16.4% | +24.8% |
| All | +127.0% | +149.0% | -22.0% | +24.8% |
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