+14,639.2%
MO vs EOG
+7,509.9%
+7,129.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +3.6% | +3.4% | +0.2% | +3.1% |
| 3M | -3.7% | +7.8% | -11.6% | -4.8% |
| 6M | +4.5% | +13.4% | -8.8% | +2.6% |
| YTD | +21.5% | +43.5% | -22.0% | +15.7% |
| 1Y | +9.5% | +29.7% | -20.1% | +5.5% |
| 3Y | +93.6% | +23.2% | +70.4% | +86.1% |
| 5Y | +97.5% | +176.4% | -78.9% | +68.9% |
| 10Y | +111.2% | +119.1% | -8.0% | +75.6% |
| All | +14,639.2% | +7,509.9% | +7,129.4% | +8,219.8% |
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