+4,154.4%
EOG vs MLM
+2,961.7%
+1,192.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | +1.3% | -2.9% | +4.2% | +2.3% |
| 30D | +8.2% | -6.8% | +15.0% | +10.7% |
| 3M | +3.8% | -11.2% | +15.1% | +7.1% |
| 6M | +15.3% | -21.8% | +37.2% | +23.4% |
| YTD | +41.7% | -17.0% | +58.7% | +47.6% |
| 1Y | +23.6% | -16.4% | +39.9% | +27.9% |
| 3Y | +23.3% | +14.5% | +8.8% | +11.2% |
| 5Y | +170.4% | +41.7% | +128.7% | +119.0% |
| 10Y | +125.5% | +200.0% | -74.5% | +33.6% |
| All | +4,154.4% | +2,961.7% | +1,192.7% | +1,396.1% |
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