+808.8%
MU vs SLB
-6.6%
+815.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.7% | -13.7% | -15.6% |
| 7D | -29.7% | -7.7% | -22.0% | -26.6% |
| 30D | -37.2% | -0.7% | -36.5% | -36.8% |
| 3M | -26.5% | 0.0% | -26.5% | -26.7% |
| 6M | +2.6% | -10.4% | +13.0% | +7.8% |
| YTD | +130.1% | +31.5% | +98.7% | +90.1% |
| 1Y | +176.7% | +39.1% | +137.6% | +119.6% |
| All | +808.8% | -6.6% | +815.4% | +732.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling