+44.2%
EOG vs MXL
+276.5%
-232.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.1% | +5.9% | -5.5% |
| 7D | -8.6% | -24.3% | +15.7% | -9.2% |
| 30D | +2.8% | -46.1% | +48.9% | +1.5% |
| 3M | +3.2% | -21.8% | +25.0% | +2.7% |
| 6M | +5.3% | -27.2% | +32.6% | +4.9% |
| YTD | +44.5% | +226.2% | -181.7% | +47.7% |
| 1Y | +44.2% | +297.0% | -252.8% | +47.3% |
| All | +44.2% | +276.5% | -232.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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