+117.2%
MPC vs EOG
+45.9%
+71.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.2% | -2.9% | -4.4% |
| 7D | -10.9% | -8.6% | -2.3% | -5.0% |
| 30D | -9.4% | +2.8% | -12.2% | -10.8% |
| 3M | +26.0% | +3.2% | +22.8% | +22.9% |
| 6M | +56.5% | +5.3% | +51.2% | +50.2% |
| YTD | +144.3% | +44.5% | +99.8% | +93.8% |
| 1Y | +117.2% | +44.2% | +73.1% | +73.0% |
| All | +117.2% | +45.9% | +71.3% | +73.0% |
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 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