-5.6%
MDB vs EOG
+21.8%
-27.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -18.0% | -2.0% | -16.0% | -17.9% |
| 30D | -10.7% | +7.9% | -18.6% | -11.6% |
| 3M | +1.0% | +4.5% | -3.5% | +0.2% |
| 6M | +31.6% | +12.3% | +19.3% | +28.8% |
| YTD | -15.2% | +41.9% | -57.1% | -20.4% |
| 1Y | +10.1% | +27.8% | -17.7% | +6.0% |
| 3Y | -5.6% | +21.8% | -27.4% | -9.7% |
| All | -5.6% | +21.8% | -27.5% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling