+82.7%
MET vs EQNR
+183.4%
-100.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.5% | +6.4% | -6.9% | -1.4% |
| 30D | +0.5% | +10.4% | -9.9% | -1.0% |
| 3M | +11.6% | +23.1% | -11.5% | +7.8% |
| 6M | +40.8% | +36.3% | +4.5% | +32.1% |
| YTD | +25.7% | +96.0% | -70.3% | +9.5% |
| 1Y | +24.4% | +94.2% | -69.9% | +8.3% |
| 3Y | +67.5% | +75.3% | -7.8% | +46.9% |
| All | +82.7% | +183.4% | -100.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling