+906.2%
MU vs SLB
+2.4%
+903.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +5.8% |
| 7D | -12.0% | -3.7% | -8.4% | -10.0% |
| 30D | -28.7% | +2.9% | -31.7% | -29.4% |
| 3M | -16.4% | +0.2% | -16.7% | -16.7% |
| 6M | -1.8% | -4.4% | +2.6% | -0.2% |
| YTD | +157.1% | +33.4% | +123.6% | +110.3% |
| 1Y | +208.5% | +40.8% | +167.7% | +142.9% |
| 3Y | +906.2% | +3.2% | +903.0% | +811.1% |
| All | +906.2% | +2.4% | +903.7% | +811.1% |
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