-40.5%
MDB vs EOG
+112.7%
-153.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.0% |
| 7D | +6.8% | +7.6% | -0.8% | +5.3% |
| 30D | -6.2% | +3.4% | -9.6% | -6.9% |
| 3M | -29.2% | +12.7% | -41.9% | -31.1% |
| 6M | +10.3% | +19.0% | -8.7% | +5.8% |
| YTD | -20.4% | +55.6% | -75.9% | -28.9% |
| 1Y | -4.8% | +49.5% | -54.4% | -14.3% |
| 3Y | -11.6% | +43.2% | -54.7% | -20.4% |
| All | -40.5% | +112.7% | -153.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling