+199.8%
MPC vs EOG
+43.2%
+156.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.8% |
| 7D | +11.2% | +7.6% | +3.6% | +5.5% |
| 30D | -14.5% | +3.4% | -17.9% | -16.4% |
| 3M | +16.7% | +12.7% | +4.0% | +6.8% |
| 6M | +67.6% | +19.0% | +48.6% | +46.8% |
| YTD | +157.9% | +55.6% | +102.4% | +86.6% |
| 1Y | +116.7% | +49.5% | +67.1% | +61.1% |
| 3Y | +199.8% | +43.2% | +156.6% | +136.8% |
| All | +199.8% | +43.2% | +156.5% | +136.8% |
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