-4.6%
MDLZ vs EQNR
+72.8%
-77.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +1.9% | +6.4% | -4.5% | +1.5% |
| 30D | +0.4% | +10.4% | -9.9% | -0.1% |
| 3M | -0.6% | +23.1% | -23.7% | -1.9% |
| 6M | +14.7% | +36.3% | -21.6% | +12.2% |
| YTD | +18.0% | +96.0% | -78.0% | +12.6% |
| 1Y | +4.1% | +94.2% | -90.1% | -0.6% |
| 3Y | -4.6% | +75.3% | -79.8% | -9.7% |
| All | -4.6% | +72.8% | -77.4% | -9.7% |
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