+17.5%
EOG vs MULL
+2,366.2%
-2,348.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.3% | +9.7% | +0.4% |
| 7D | +1.0% | +3.6% | -2.6% | +1.0% |
| 30D | +2.8% | +22.0% | -19.2% | +2.5% |
| 3M | +5.9% | -8.6% | +14.5% | +4.9% |
| 6M | +17.1% | +248.5% | -231.5% | +7.9% |
| YTD | +43.9% | +516.3% | -472.4% | +25.2% |
| 1Y | +26.9% | +2,036.6% | -2,009.8% | -4.0% |
| All | +17.5% | +2,366.2% | -2,348.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling