+26.0%
EOG vs MTB
+113.5%
-87.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.0% | -0.4% | +1.5% | +1.1% |
| 30D | +2.8% | -4.6% | +7.4% | +4.0% |
| 3M | +5.9% | +7.4% | -1.5% | +3.6% |
| 6M | +17.1% | +18.7% | -1.6% | +11.0% |
| YTD | +43.9% | +21.1% | +22.9% | +34.9% |
| 1Y | +26.9% | +24.1% | +2.8% | +17.8% |
| All | +26.0% | +113.5% | -87.5% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling