+1,342.5%
MU vs EOG
+169.3%
+1,173.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.2% |
| 7D | +9.0% | +1.3% | +7.7% | +8.7% |
| 30D | +13.8% | +8.2% | +5.7% | +12.1% |
| 3M | +2.1% | +3.8% | -1.7% | +0.9% |
| 6M | +153.8% | +15.3% | +138.5% | +141.2% |
| YTD | +256.4% | +41.7% | +214.7% | +218.7% |
| 1Y | +719.8% | +23.6% | +696.2% | +661.0% |
| 3Y | +1,360.4% | +23.3% | +1,337.1% | +1,248.1% |
| All | +1,342.5% | +169.3% | +1,173.2% | +1,042.0% |
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