+127.0%
MP vs EOG
+26.6%
+100.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.8% |
| 7D | -10.5% | -11.1% | +0.6% | -9.3% |
| 30D | -23.5% | +2.7% | -26.2% | -23.9% |
| 3M | -25.4% | +8.8% | -34.2% | -26.5% |
| 6M | -51.3% | +10.8% | -62.0% | -52.6% |
| YTD | -29.9% | +44.6% | -74.5% | -38.4% |
| 1Y | -31.8% | +44.6% | -76.4% | -40.3% |
| 3Y | +127.0% | +29.5% | +97.5% | +94.4% |
| All | +127.0% | +26.6% | +100.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling