+6,169.9%
MU vs EOG
+115.2%
+6,054.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +2.4% |
| 7D | +7.5% | -1.3% | +8.8% | +7.9% |
| 30D | +19.4% | +3.4% | +16.0% | +18.1% |
| 3M | +9.8% | +7.8% | +2.0% | +6.1% |
| 6M | +164.1% | +13.4% | +150.8% | +148.3% |
| YTD | +260.3% | +43.5% | +216.8% | +211.8% |
| 1Y | +661.2% | +29.7% | +631.5% | +579.8% |
| 3Y | +1,380.8% | +23.2% | +1,357.7% | +1,236.5% |
| 5Y | +1,346.4% | +176.4% | +1,170.0% | +842.2% |
| 10Y | +6,169.9% | +119.1% | +6,050.8% | +3,958.3% |
| All | +6,169.9% | +115.2% | +6,054.8% | +3,958.3% |
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 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