+6,169.9%
MU vs RIG
-44.3%
+6,214.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.9% |
| 7D | +7.5% | -8.2% | +15.7% | +9.0% |
| 30D | +19.4% | -0.2% | +19.5% | +19.3% |
| 3M | +9.8% | -2.7% | +12.6% | +10.1% |
| 6M | +164.1% | -7.5% | +171.6% | +164.4% |
| YTD | +260.3% | +38.3% | +222.1% | +234.9% |
| 1Y | +661.2% | +81.8% | +579.3% | +574.1% |
| 3Y | +1,380.8% | -30.2% | +1,411.0% | +1,376.3% |
| 5Y | +1,346.4% | +59.9% | +1,286.4% | +1,089.5% |
| 10Y | +6,169.9% | -41.9% | +6,211.8% | +4,735.8% |
| All | +6,169.9% | -44.3% | +6,214.2% | +4,735.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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