+357.9%
EOG vs MXL
+298.4%
+59.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.1% |
| 7D | -1.3% | +19.0% | -20.3% | -3.6% |
| 30D | +3.4% | +4.5% | -1.1% | +2.2% |
| 3M | +7.8% | -1.5% | +9.4% | +3.9% |
| 6M | +13.4% | +348.6% | -335.3% | -19.6% |
| YTD | +43.5% | +310.3% | -266.8% | +2.7% |
| 1Y | +29.7% | +344.7% | -315.0% | -9.4% |
| 3Y | +23.2% | +211.2% | -188.0% | -17.2% |
| 5Y | +176.4% | +34.8% | +141.6% | +104.9% |
| 10Y | +119.1% | +286.5% | -167.4% | +17.6% |
| All | +357.9% | +298.4% | +59.5% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling