+4,609.2%
MU vs EOG
+131.8%
+4,477.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.4% |
| 7D | +2.0% | +4.6% | -2.5% | +0.8% |
| 30D | -18.0% | +2.9% | -20.8% | -18.6% |
| 3M | -6.6% | +8.0% | -14.5% | -9.0% |
| 6M | +2.0% | +17.0% | -14.9% | -4.4% |
| YTD | +184.5% | +51.1% | +133.4% | +141.6% |
| 1Y | +236.9% | +45.1% | +191.8% | +189.9% |
| 3Y | +987.0% | +39.4% | +947.5% | +844.1% |
| 5Y | +1,014.6% | +105.6% | +909.0% | +710.1% |
| 10Y | +4,609.2% | +133.5% | +4,475.7% | +2,990.8% |
| All | +4,609.2% | +131.8% | +4,477.4% | +2,990.8% |
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 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