-15.1%
MP vs EOG
+94.0%
-109.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.4% |
| 7D | -10.5% | -11.1% | +0.6% | -6.8% |
| 30D | -23.5% | +2.7% | -26.2% | -24.5% |
| 3M | -25.4% | +8.8% | -34.2% | -28.2% |
| 6M | -51.3% | +10.8% | -62.0% | -54.1% |
| YTD | -29.9% | +44.6% | -74.5% | -42.3% |
| 1Y | -31.8% | +44.6% | -76.4% | -44.1% |
| 3Y | +127.0% | +29.5% | +97.5% | +90.8% |
| All | -15.1% | +94.0% | -109.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling