-34.6%
MP vs EOG
+45.9%
-80.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.2% | +0.2% | -6.4% |
| 7D | -12.5% | -8.6% | -3.9% | -14.7% |
| 30D | -23.3% | +2.8% | -26.1% | -22.5% |
| 3M | -24.4% | +3.2% | -27.5% | -23.4% |
| 6M | -45.8% | +5.3% | -51.1% | -44.7% |
| YTD | -28.9% | +44.5% | -73.4% | -27.0% |
| 1Y | -34.6% | +44.2% | -78.7% | -30.7% |
| All | -34.6% | +45.9% | -80.5% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling