+37.4%
EOG vs MOD
+138.1%
-100.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.2% |
| 7D | -2.4% | -17.8% | +15.5% | -1.6% |
| 30D | +2.9% | -43.2% | +46.2% | +5.0% |
| 3M | +7.2% | -46.0% | +53.3% | +9.5% |
| 6M | +18.2% | -62.2% | +80.4% | +22.2% |
| YTD | +48.9% | -22.8% | +71.7% | +44.2% |
| 1Y | +46.7% | -35.5% | +82.2% | +43.9% |
| 3Y | +37.4% | +128.2% | -90.8% | +8.8% |
| All | +37.4% | +138.1% | -100.7% | +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 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