+409.3%
EQNR vs MDY
+177.2%
+232.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.3% |
| 7D | +6.4% | -1.9% | +8.3% | +7.8% |
| 30D | +10.4% | -4.6% | +15.0% | +14.0% |
| 3M | +23.1% | -1.2% | +24.3% | +23.3% |
| 6M | +36.3% | +9.2% | +27.1% | +24.8% |
| YTD | +96.0% | +13.1% | +82.9% | +74.2% |
| 1Y | +94.2% | +13.0% | +81.2% | +72.0% |
| 3Y | +75.3% | +49.2% | +26.0% | +19.2% |
| 5Y | +187.2% | +47.2% | +140.0% | +90.7% |
| All | +409.3% | +177.2% | +232.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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