+534.5%
MPC vs EOG
+94.0%
+440.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -2.2% |
| 7D | -16.2% | -11.1% | -5.1% | -9.4% |
| 30D | -15.7% | +2.7% | -18.4% | -17.0% |
| 3M | +24.9% | +8.8% | +16.1% | +18.2% |
| 6M | +52.7% | +10.8% | +41.9% | +42.1% |
| YTD | +131.9% | +44.6% | +87.3% | +82.0% |
| 1Y | +96.6% | +44.6% | +52.1% | +54.2% |
| 3Y | +163.8% | +29.5% | +134.3% | +120.9% |
| All | +534.5% | +94.0% | +440.4% | +301.9% |
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 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