+108.2%
EOG vs MLM
+28.3%
+79.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +7.4% | -2.0% | +9.4% | +7.6% |
| 30D | +2.3% | +9.5% | -7.2% | +1.3% |
| 3M | +9.5% | -4.7% | +14.2% | +9.8% |
| 6M | +17.7% | -10.7% | +28.4% | +18.6% |
| YTD | +52.9% | -16.6% | +69.5% | +54.8% |
| 1Y | +47.7% | -15.4% | +63.0% | +48.9% |
| 3Y | +41.1% | +15.9% | +25.2% | +30.7% |
| 5Y | +108.2% | +27.1% | +81.1% | +84.7% |
| All | +108.2% | +28.3% | +79.9% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling