+52.7%
MPC vs EOG
+9.7%
+42.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -2.3% |
| 7D | -16.2% | -11.1% | -5.1% | -9.4% |
| 30D | -15.7% | +2.7% | -18.4% | -16.6% |
| 3M | +24.9% | +8.8% | +16.1% | +18.2% |
| 6M | +52.7% | +10.8% | +41.9% | +42.3% |
| All | +52.7% | +9.7% | +42.9% | +42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling