+8.2%
MDB vs EOG
+28.5%
-20.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.9% |
| 7D | -4.5% | -1.3% | -3.2% | -4.8% |
| 30D | -14.0% | +3.4% | -17.4% | -13.4% |
| 3M | +5.3% | +7.8% | -2.5% | +6.9% |
| 6M | +31.9% | +13.4% | +18.5% | +35.9% |
| YTD | -14.6% | +43.5% | -58.1% | -3.0% |
| 1Y | +8.2% | +29.7% | -21.4% | +23.1% |
| All | +8.2% | +28.5% | -20.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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