+2,028.7%
EQNR vs MTCH
+557.1%
+1,471.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +6.4% | +1.3% | +5.2% | +6.2% |
| 30D | +10.4% | +15.9% | -5.5% | +7.8% |
| 3M | +23.1% | +23.3% | -0.2% | +18.6% |
| 6M | +36.3% | +40.1% | -3.9% | +28.2% |
| YTD | +96.0% | +33.6% | +62.4% | +85.1% |
| 1Y | +94.2% | +14.1% | +80.1% | +87.9% |
| 3Y | +75.3% | +1.4% | +73.8% | +68.7% |
| 5Y | +187.2% | -73.1% | +260.4% | +233.6% |
| 10Y | +415.5% | +204.8% | +210.7% | +249.0% |
| All | +2,028.7% | +557.1% | +1,471.6% | +1,004.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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