+453.7%
MP vs EOG
+271.3%
+182.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.8% |
| 30D | +8.3% | +7.9% | +0.5% | +5.4% |
| 3M | -3.8% | +4.5% | -8.3% | -6.3% |
| 6M | -4.9% | +12.3% | -17.2% | -10.8% |
| YTD | +9.6% | +41.9% | -32.3% | -6.6% |
| 1Y | -11.7% | +27.8% | -39.6% | -22.0% |
| 3Y | +158.5% | +21.8% | +136.7% | +128.8% |
| 5Y | +68.9% | +174.0% | -105.1% | +10.7% |
| All | +453.7% | +271.3% | +182.4% | +237.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling