+1,049.8%
MDB vs EOG
+107.7%
+942.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -17.4% | +1.3% | -18.7% | -17.7% |
| 30D | -2.0% | +8.2% | -10.2% | -3.5% |
| 3M | -3.0% | +3.8% | -6.8% | -4.0% |
| 6M | +48.7% | +15.3% | +33.4% | +44.1% |
| YTD | -12.1% | +41.7% | -53.8% | -18.3% |
| 1Y | +14.5% | +23.6% | -9.1% | +9.1% |
| 3Y | -6.1% | +23.3% | -29.4% | -11.4% |
| 5Y | -27.3% | +170.4% | -197.7% | -40.5% |
| All | +1,049.8% | +107.7% | +942.1% | +846.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling