+105.6%
EOG vs MOD
+818.0%
-712.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.3% |
| 7D | +4.6% | +8.2% | -3.7% | +4.0% |
| 30D | +2.9% | -38.2% | +41.0% | +5.5% |
| 3M | +8.0% | -46.2% | +54.2% | +11.4% |
| 6M | +17.0% | -62.5% | +79.5% | +23.0% |
| YTD | +51.1% | -20.1% | +71.2% | +47.3% |
| 1Y | +45.1% | -29.7% | +74.8% | +42.7% |
| 3Y | +39.4% | +136.2% | -96.8% | +16.6% |
| 5Y | +105.6% | +820.4% | -714.8% | +54.0% |
| All | +105.6% | +818.0% | -712.4% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling