+133.5%
EOG vs MOD
+915.9%
-782.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.9% |
| 7D | +4.6% | +8.2% | -3.7% | +3.0% |
| 30D | +2.9% | -38.2% | +41.0% | +10.5% |
| 3M | +8.0% | -46.2% | +54.2% | +17.9% |
| 6M | +17.0% | -62.5% | +79.5% | +33.6% |
| YTD | +51.1% | -20.1% | +71.2% | +46.1% |
| 1Y | +45.1% | -29.7% | +74.8% | +42.6% |
| 3Y | +39.4% | +136.2% | -96.8% | -4.9% |
| 5Y | +105.6% | +820.4% | -714.8% | -8.5% |
| 10Y | +133.5% | +839.8% | -706.4% | -8.8% |
| All | +133.5% | +915.9% | -782.4% | -8.8% |
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