+199.5%
MCHP vs EQNR
+416.8%
-217.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.9% |
| 7D | 0.0% | +6.4% | -6.4% | -2.1% |
| 30D | -6.0% | +10.4% | -16.4% | -9.3% |
| 3M | -19.7% | +23.1% | -42.8% | -26.3% |
| 6M | +14.0% | +36.3% | -22.3% | -1.3% |
| YTD | +18.4% | +96.0% | -77.5% | -12.2% |
| 1Y | +17.1% | +94.2% | -77.1% | -13.1% |
| 3Y | +0.7% | +75.3% | -74.5% | -24.0% |
| 5Y | +5.1% | +187.2% | -182.1% | -41.6% |
| All | +199.5% | +416.8% | -217.4% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling