+118.9%
EOG vs MXL
+313.4%
-194.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -1.0% |
| 7D | +1.5% | +18.9% | -17.4% | -0.6% |
| 30D | +2.9% | +0.3% | +2.6% | +2.4% |
| 3M | +8.7% | -8.0% | +16.8% | +6.2% |
| 6M | +12.9% | +341.2% | -328.3% | -18.3% |
| YTD | +43.8% | +327.8% | -284.0% | +4.0% |
| 1Y | +27.1% | +364.9% | -337.8% | -10.4% |
| 3Y | +25.9% | +229.2% | -203.3% | -15.0% |
| 5Y | +177.9% | +42.8% | +135.2% | +108.2% |
| All | +118.9% | +313.4% | -194.5% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling