+4,407.5%
MU vs EOG
+141.0%
+4,266.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -3.0% |
| 7D | +12.8% | +7.6% | +5.2% | +10.4% |
| 30D | -14.9% | +3.4% | -18.2% | -15.7% |
| 3M | -18.0% | +12.7% | -30.8% | -21.2% |
| 6M | -3.1% | +19.0% | -22.1% | -9.7% |
| YTD | +172.9% | +55.6% | +117.3% | +129.7% |
| 1Y | +228.8% | +49.5% | +179.3% | +180.4% |
| 3Y | +950.8% | +43.2% | +907.7% | +805.5% |
| 5Y | +931.3% | +111.8% | +819.4% | +642.6% |
| All | +4,407.5% | +141.0% | +4,266.6% | +2,825.9% |
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