+17.1%
MCHP vs EQNR
+93.1%
-76.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.5% |
| 7D | 0.0% | +6.4% | -6.4% | +1.3% |
| 30D | -6.0% | +10.4% | -16.4% | -4.1% |
| 3M | -19.7% | +23.1% | -42.8% | -15.7% |
| 6M | +14.0% | +36.3% | -22.3% | +18.9% |
| YTD | +18.4% | +96.0% | -77.5% | +22.7% |
| 1Y | +17.1% | +94.2% | -77.1% | +21.9% |
| All | +17.1% | +93.1% | -76.0% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling