+23.3%
MDT vs EQNR
+72.8%
-49.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -3.4% | +6.4% | -9.8% | -3.5% |
| 30D | +0.2% | +10.4% | -10.1% | +0.1% |
| 3M | +14.3% | +23.1% | -8.8% | +13.9% |
| 6M | +4.0% | +36.3% | -32.3% | +2.9% |
| YTD | -3.7% | +96.0% | -99.6% | -7.1% |
| 1Y | -0.4% | +94.2% | -94.6% | -3.8% |
| 3Y | +23.3% | +75.3% | -51.9% | +19.4% |
| All | +23.3% | +72.8% | -49.5% | +19.4% |
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 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