+1,371.2%
MU vs RIG
-27.8%
+1,399.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +6.9% |
| 7D | +9.0% | +0.9% | +8.1% | +8.6% |
| 30D | +13.8% | +13.8% | 0.0% | +9.2% |
| 3M | +2.1% | -6.4% | +8.5% | +3.7% |
| 6M | +153.8% | -8.2% | +162.0% | +152.9% |
| YTD | +256.4% | +41.6% | +214.7% | +202.9% |
| 1Y | +719.8% | +88.7% | +631.0% | +527.6% |
| All | +1,371.2% | -27.8% | +1,399.0% | +1,164.8% |
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 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