-10.9%
MP vs EOG
+112.7%
-123.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.9% |
| 7D | +9.5% | +7.6% | +1.9% | +6.8% |
| 30D | -3.0% | +3.4% | -6.3% | -4.2% |
| 3M | -30.4% | +12.7% | -43.1% | -33.7% |
| 6M | -39.2% | +19.0% | -58.2% | -44.0% |
| YTD | -23.3% | +55.6% | -78.8% | -38.2% |
| 1Y | -32.6% | +49.5% | -82.2% | -44.9% |
| 3Y | +159.3% | +43.2% | +116.1% | +110.7% |
| All | -10.9% | +112.7% | -123.6% | -46.4% |
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 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