+847.8%
MU vs SLB
+65.5%
+782.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +4.9% |
| 7D | -22.0% | -7.1% | -14.9% | -20.0% |
| 30D | -36.6% | +4.1% | -40.7% | -37.2% |
| 3M | -21.7% | -2.6% | -19.1% | -21.1% |
| 6M | +3.5% | -8.6% | +12.1% | +6.1% |
| YTD | +141.9% | +32.2% | +109.7% | +118.6% |
| 1Y | +189.8% | +40.7% | +149.2% | +156.3% |
| 3Y | +855.4% | -4.5% | +859.9% | +808.6% |
| All | +847.8% | +65.5% | +782.4% | +696.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling