-15.0%
MP vs EOG
+24.8%
-39.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.3% |
| 7D | -2.9% | +1.3% | -4.1% | -2.5% |
| 30D | +13.8% | +8.2% | +5.7% | +16.0% |
| 3M | -16.7% | +3.8% | -20.5% | -15.7% |
| 6M | -11.5% | +15.3% | -26.8% | -11.6% |
| YTD | +7.9% | +41.7% | -33.8% | +9.1% |
| 1Y | -15.0% | +23.6% | -38.6% | -17.5% |
| All | -15.0% | +24.8% | -39.8% | -17.5% |
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