+7,763.9%
EOG vs MOD
+1,638.7%
+6,125.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.5% |
| 7D | -11.1% | -25.5% | +14.4% | -6.7% |
| 30D | +2.7% | -49.0% | +51.7% | +14.8% |
| 3M | +8.8% | -49.8% | +58.6% | +21.1% |
| 6M | +10.8% | -64.8% | +75.6% | +29.0% |
| YTD | +44.6% | -27.6% | +72.2% | +44.1% |
| 1Y | +44.6% | -35.2% | +79.8% | +45.7% |
| 3Y | +29.5% | +137.1% | -107.6% | -6.5% |
| 5Y | +96.3% | +760.3% | -664.0% | +2.8% |
| 10Y | +122.4% | +938.8% | -816.4% | +0.4% |
| All | +7,763.9% | +1,638.7% | +6,125.3% | +2,519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling