+27.1%
EOG vs MULL
+1,810.7%
-1,783.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +1.5% | -8.4% | +9.9% | +1.2% |
| 30D | +2.9% | +9.7% | -6.7% | +3.4% |
| 3M | +8.7% | -26.8% | +35.5% | +9.4% |
| 6M | +12.9% | +220.7% | -207.8% | +20.1% |
| YTD | +43.8% | +509.0% | -465.2% | +52.1% |
| 1Y | +27.1% | +1,739.5% | -1,712.4% | +38.3% |
| All | +27.1% | +1,810.7% | -1,783.6% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling