-7.7%
MDB vs EQNR
+89.2%
-96.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -2.6% |
| 7D | -16.5% | -10.2% | -6.3% | -17.2% |
| 30D | -8.6% | +1.1% | -9.7% | -8.2% |
| 3M | -13.6% | +10.3% | -23.9% | -12.6% |
| 6M | +24.1% | +5.7% | +18.4% | +24.3% |
| YTD | -21.8% | +87.2% | -109.0% | -5.7% |
| 1Y | -7.7% | +87.4% | -95.1% | +12.5% |
| All | -7.7% | +89.2% | -96.9% | +12.5% |
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