+33.3%
MELI vs EQNR
+72.8%
-39.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -4.1% | +6.4% | -10.5% | -3.7% |
| 30D | +3.8% | +10.4% | -6.6% | +4.5% |
| 3M | +17.8% | +23.1% | -5.2% | +19.7% |
| 6M | +7.4% | +36.3% | -28.9% | +8.4% |
| YTD | -5.8% | +96.0% | -101.8% | -6.0% |
| 1Y | -18.9% | +94.2% | -113.1% | -19.1% |
| 3Y | +33.3% | +75.3% | -41.9% | +30.8% |
| All | +33.3% | +72.8% | -39.5% | +30.8% |
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