+228.8%
MU vs RIG
+34.1%
+194.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.7% | -3.4% |
| 7D | +12.8% | +5.7% | +7.1% | +11.5% |
| 30D | -14.9% | -0.7% | -14.1% | -14.3% |
| 3M | -18.0% | -3.1% | -14.9% | -17.3% |
| 6M | -3.1% | -16.3% | +13.2% | -3.7% |
| YTD | +172.9% | +34.1% | +138.8% | +125.3% |
| 1Y | +228.8% | +38.2% | +190.7% | +166.0% |
| All | +228.8% | +34.1% | +194.7% | +166.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling