+4,598.6%
MU vs RIG
-48.3%
+4,646.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +11.4% |
| 7D | +2.0% | -2.6% | +4.6% | +2.7% |
| 30D | -18.0% | -5.2% | -12.8% | -17.1% |
| 3M | -6.6% | -8.6% | +2.0% | -5.2% |
| 6M | +2.0% | -18.9% | +21.0% | +5.0% |
| YTD | +184.5% | +28.6% | +155.9% | +167.4% |
| 1Y | +236.9% | +25.5% | +211.3% | +218.1% |
| 3Y | +987.0% | -20.2% | +1,007.1% | +965.4% |
| 5Y | +1,014.6% | +53.9% | +960.7% | +824.6% |
| All | +4,598.6% | -48.3% | +4,646.9% | +3,669.3% |
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