+855.4%
MU vs RIG
-24.1%
+879.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.3% |
| 7D | -22.0% | -24.5% | +2.5% | -15.0% |
| 30D | -36.6% | -2.8% | -33.8% | -35.9% |
| 3M | -21.7% | +1.6% | -23.3% | -22.5% |
| 6M | +3.5% | -15.9% | +19.4% | +7.2% |
| YTD | +141.9% | +26.9% | +115.1% | +111.3% |
| 1Y | +189.8% | +34.4% | +155.5% | +148.1% |
| 3Y | +855.4% | -21.2% | +876.6% | +731.1% |
| All | +855.4% | -24.1% | +879.4% | +731.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling