+49.5%
EOG vs MLM
-16.0%
+65.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.5% |
| 7D | +7.6% | -0.9% | +8.5% | +7.3% |
| 30D | +3.4% | +9.0% | -5.7% | +6.4% |
| 3M | +12.7% | -5.6% | +18.3% | +10.7% |
| 6M | +19.0% | -10.7% | +29.7% | +16.1% |
| YTD | +55.6% | -17.2% | +72.7% | +46.6% |
| 1Y | +49.5% | -14.2% | +63.8% | +39.6% |
| All | +49.5% | -16.0% | +65.5% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling