-32.6%
MP vs EOG
+49.4%
-82.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.9% |
| 7D | +9.5% | +7.6% | +1.9% | +11.4% |
| 30D | -3.0% | +3.4% | -6.3% | -2.1% |
| 3M | -30.4% | +12.7% | -43.1% | -27.6% |
| 6M | -39.2% | +19.0% | -58.2% | -36.1% |
| YTD | -23.3% | +55.6% | -78.8% | -18.9% |
| 1Y | -32.6% | +49.5% | -82.2% | -29.3% |
| All | -32.6% | +49.4% | -82.0% | -29.3% |
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