+17.1%
EOG vs MULL
+2,620.5%
-2,603.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +1.1% |
| 7D | -1.3% | +14.8% | -16.1% | -1.5% |
| 30D | +3.4% | +36.6% | -33.2% | +2.9% |
| 3M | +7.8% | -8.9% | +16.7% | +7.0% |
| 6M | +13.4% | +311.9% | -298.6% | +3.8% |
| YTD | +43.5% | +579.8% | -536.4% | +24.7% |
| 1Y | +29.7% | +2,421.5% | -2,391.9% | -2.7% |
| All | +17.1% | +2,620.5% | -2,603.4% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling