-22.3%
MCD vs EQNR
+36.6%
-58.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.2% | -0.6% |
| 7D | -2.9% | +3.8% | -6.6% | -2.6% |
| 30D | -6.7% | +11.4% | -18.2% | -5.9% |
| 3M | -9.6% | +24.8% | -34.4% | -8.1% |
| 6M | -22.3% | +42.3% | -64.6% | -19.8% |
| All | -22.3% | +36.6% | -58.9% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling