+267.3%
MP vs EOG
+295.5%
-28.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | +2.3% | +4.6% | -2.3% | +0.8% |
| 30D | -15.3% | +2.9% | -18.1% | -16.3% |
| 3M | -33.5% | +8.0% | -41.5% | -35.7% |
| 6M | -45.5% | +17.0% | -62.5% | -49.4% |
| YTD | -27.3% | +51.1% | -78.4% | -39.7% |
| 1Y | -40.7% | +45.1% | -85.8% | -50.2% |
| 3Y | +145.9% | +39.4% | +106.4% | +106.1% |
| 5Y | -13.9% | +105.6% | -119.5% | -38.6% |
| All | +267.3% | +295.5% | -28.2% | +118.1% |
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