-8.1%
MDB vs EQNR
+72.8%
-80.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | -1.8% | +6.4% | -8.2% | -1.9% |
| 30D | -17.3% | +10.4% | -27.6% | -17.5% |
| 3M | +2.2% | +23.1% | -20.9% | +1.4% |
| 6M | +33.9% | +36.3% | -2.4% | +31.7% |
| YTD | -13.7% | +96.0% | -109.7% | -16.5% |
| 1Y | +9.1% | +94.2% | -85.2% | +5.5% |
| 3Y | -8.1% | +75.3% | -83.4% | -14.3% |
| All | -8.1% | +72.8% | -80.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling