+6,028.8%
MU vs SLB
-3.2%
+6,032.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | +0.8% | +8.1% | +8.6% |
| 30D | +13.8% | +15.8% | -2.0% | +7.3% |
| 3M | +2.1% | -0.3% | +2.4% | +1.6% |
| 6M | +153.8% | +21.3% | +132.5% | +132.9% |
| YTD | +256.4% | +52.3% | +204.1% | +198.0% |
| 1Y | +719.8% | +63.6% | +656.1% | +565.4% |
| 3Y | +1,360.4% | +3.8% | +1,356.6% | +1,283.6% |
| 5Y | +1,312.4% | +128.6% | +1,183.8% | +812.4% |
| All | +6,028.8% | -3.2% | +6,032.0% | +4,800.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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