+4,240.3%
EOG vs MLM
+2,981.8%
+1,258.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +2.2% |
| 7D | -11.1% | -4.1% | -7.0% | -9.9% |
| 30D | +2.7% | +8.2% | -5.5% | -0.4% |
| 3M | +8.8% | -3.6% | +12.3% | +9.6% |
| 6M | +10.8% | -15.6% | +26.3% | +15.6% |
| YTD | +44.6% | -16.4% | +61.0% | +49.7% |
| 1Y | +44.6% | -14.3% | +58.9% | +48.2% |
| 3Y | +29.5% | +19.3% | +10.2% | +15.1% |
| 5Y | +96.3% | +29.6% | +66.7% | +64.3% |
| 10Y | +122.4% | +189.9% | -67.5% | +33.2% |
| All | +4,240.3% | +2,981.8% | +1,258.5% | +1,417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling