+3,971.9%
MU vs SLB
-16.2%
+3,988.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +4.9% |
| 7D | -22.0% | -7.1% | -14.9% | -19.5% |
| 30D | -36.6% | +4.1% | -40.7% | -37.4% |
| 3M | -21.7% | -2.6% | -19.1% | -21.1% |
| 6M | +3.5% | -8.6% | +12.1% | +6.3% |
| YTD | +141.9% | +32.2% | +109.7% | +113.5% |
| 1Y | +189.8% | +40.7% | +149.2% | +149.3% |
| 3Y | +855.4% | -4.5% | +859.9% | +839.3% |
| 5Y | +869.2% | +66.4% | +802.8% | +616.6% |
| All | +3,971.9% | -16.2% | +3,988.2% | +3,381.5% |
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