+4,369.5%
EOG vs MLM
+3,041.7%
+1,327.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +7.2% | -3.7% | +11.0% | +8.1% |
| 6M | +18.2% | -10.3% | +28.4% | +20.6% |
| YTD | +48.9% | -14.8% | +63.7% | +53.1% |
| 1Y | +46.7% | -13.9% | +60.6% | +50.1% |
| 3Y | +37.4% | +18.4% | +19.0% | +22.6% |
| 5Y | +103.9% | +31.8% | +72.1% | +69.6% |
| 10Y | +127.0% | +143.4% | -16.4% | +44.9% |
| All | +4,369.5% | +3,041.7% | +1,327.8% | +1,451.8% |
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 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