+118.6%
EOG vs MOD
+911.6%
-793.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.6% |
| 7D | -11.1% | -25.5% | +14.4% | -7.0% |
| 30D | +2.7% | -49.0% | +51.7% | +13.9% |
| 3M | +8.8% | -49.8% | +58.6% | +20.1% |
| 6M | +10.8% | -64.8% | +75.6% | +27.7% |
| YTD | +44.6% | -27.6% | +72.2% | +42.3% |
| 1Y | +44.6% | -35.2% | +79.8% | +44.0% |
| 3Y | +29.5% | +137.1% | -107.6% | -12.2% |
| 5Y | +96.3% | +760.3% | -664.0% | -11.3% |
| All | +118.6% | +911.6% | -793.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling