+68,550.7%
MU vs SLB
+820.7%
+67,730.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.7% | -13.7% | -15.9% |
| 7D | -29.7% | -7.7% | -22.0% | -27.0% |
| 30D | -37.2% | -0.7% | -36.5% | -37.0% |
| 3M | -26.5% | 0.0% | -26.5% | -26.8% |
| 6M | +2.6% | -10.4% | +13.0% | +6.4% |
| YTD | +130.1% | +31.5% | +98.7% | +100.3% |
| 1Y | +176.7% | +39.1% | +137.6% | +134.5% |
| 3Y | +813.1% | -5.7% | +818.8% | +806.4% |
| 5Y | +822.0% | +65.4% | +756.5% | +557.9% |
| 10Y | +3,936.2% | -15.6% | +3,951.7% | +3,306.9% |
| All | +68,550.7% | +820.7% | +67,730.0% | +21,623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling