+17.4%
EOG vs MULL
+2,337.2%
-2,319.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +1.5% | -8.4% | +9.9% | +1.6% |
| 30D | +2.9% | +9.7% | -6.7% | +2.7% |
| 3M | +8.7% | -26.8% | +35.5% | +8.5% |
| 6M | +12.9% | +220.7% | -207.8% | +4.5% |
| YTD | +43.8% | +509.0% | -465.2% | +25.1% |
| 1Y | +27.1% | +1,739.5% | -1,712.4% | -2.3% |
| All | +17.4% | +2,337.2% | -2,319.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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