+17.6%
MCD vs EQNR
+183.4%
-165.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.2% | +6.4% | -7.7% | -1.3% |
| 30D | -7.8% | +10.4% | -18.1% | -7.8% |
| 3M | -10.7% | +23.1% | -33.8% | -10.9% |
| 6M | -21.3% | +36.3% | -57.6% | -21.7% |
| YTD | -15.8% | +96.0% | -111.7% | -17.2% |
| 1Y | -16.0% | +94.2% | -110.2% | -17.5% |
| 3Y | -3.0% | +75.3% | -78.2% | -4.7% |
| All | +17.6% | +183.4% | -165.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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