+25.9%
EOG vs MXL
+222.8%
-196.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.3% |
| 7D | +1.5% | +18.9% | -17.4% | +0.9% |
| 30D | +2.9% | +0.3% | +2.6% | +2.8% |
| 3M | +8.7% | -8.0% | +16.8% | +7.9% |
| 6M | +12.9% | +341.2% | -328.3% | -0.6% |
| YTD | +43.8% | +327.8% | -284.0% | +26.5% |
| 1Y | +27.1% | +364.9% | -337.8% | +10.4% |
| 3Y | +25.9% | +229.2% | -203.3% | +6.6% |
| All | +25.9% | +222.8% | -196.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling