+43.2%
EOG vs MOD
+201.5%
-158.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.1% | +0.5% |
| 7D | +7.6% | +40.4% | -32.8% | +5.8% |
| 30D | +3.4% | -14.0% | +17.4% | +3.5% |
| 3M | +12.7% | -33.3% | +46.1% | +13.8% |
| 6M | +19.0% | -51.4% | +70.4% | +21.6% |
| YTD | +55.6% | +1.6% | +54.0% | +48.6% |
| 1Y | +49.5% | +5.4% | +44.2% | +41.9% |
| 3Y | +43.2% | +191.0% | -147.8% | +12.6% |
| All | +43.2% | +201.5% | -158.3% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling