+14.8%
MDB vs EOG
+18.5%
-3.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.8% |
| 7D | +3.0% | +4.6% | -1.6% | +2.8% |
| 30D | -11.3% | +2.9% | -14.2% | -11.0% |
| 3M | -23.0% | +8.0% | -31.0% | -22.8% |
| 6M | +14.8% | +17.0% | -2.2% | +8.1% |
| All | +14.8% | +18.5% | -3.7% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling