+118.9%
EOG vs MTB
+173.8%
-55.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +2.9% | -4.8% | +7.7% | +5.4% |
| 3M | +8.7% | +6.0% | +2.8% | +5.0% |
| 6M | +12.9% | +19.6% | -6.7% | +1.6% |
| YTD | +43.8% | +21.5% | +22.3% | +27.7% |
| 1Y | +27.1% | +24.7% | +2.4% | +10.8% |
| 3Y | +25.9% | +108.6% | -82.7% | -20.5% |
| 5Y | +177.9% | +106.7% | +71.2% | +62.2% |
| All | +118.9% | +173.8% | -55.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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