+893.4%
MU vs EOG
+94.4%
+799.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.1% |
| 7D | -12.0% | -6.0% | -6.1% | -11.0% |
| 30D | -28.7% | +0.9% | -29.6% | -28.8% |
| 3M | -16.4% | +10.9% | -27.3% | -18.2% |
| 6M | -1.8% | +15.8% | -17.6% | -5.8% |
| YTD | +157.1% | +45.8% | +111.2% | +127.7% |
| 1Y | +208.5% | +45.3% | +163.2% | +173.3% |
| 3Y | +906.2% | +36.2% | +870.0% | +809.8% |
| 5Y | +893.4% | +94.0% | +799.4% | +733.3% |
| All | +893.4% | +94.4% | +799.0% | +733.3% |
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 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