-40.7%
MP vs EOG
+47.9%
-88.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +1.1% |
| 7D | +2.3% | +4.6% | -2.3% | +3.4% |
| 30D | -15.3% | +2.9% | -18.1% | -14.5% |
| 3M | -33.5% | +8.0% | -41.5% | -31.7% |
| 6M | -45.5% | +17.0% | -62.5% | -43.1% |
| YTD | -27.3% | +51.1% | -78.4% | -23.9% |
| 1Y | -40.7% | +45.1% | -85.8% | -38.6% |
| All | -40.7% | +47.9% | -88.6% | -38.6% |
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