+1,171.8%
MPC vs EOG
+141.0%
+1,030.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.7% |
| 7D | +11.2% | +7.6% | +3.6% | +6.2% |
| 30D | -14.5% | +3.4% | -17.9% | -16.2% |
| 3M | +16.7% | +12.7% | +4.0% | +8.0% |
| 6M | +67.6% | +19.0% | +48.6% | +49.3% |
| YTD | +157.9% | +55.6% | +102.4% | +93.9% |
| 1Y | +116.7% | +49.5% | +67.1% | +66.8% |
| 3Y | +199.8% | +43.2% | +156.6% | +135.8% |
| 5Y | +604.4% | +111.8% | +492.6% | +316.5% |
| All | +1,171.8% | +141.0% | +1,030.8% | +479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling