+11.8%
MGY vs EQNR
+85.2%
-73.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | +2.1% | +1.7% | +0.4% | +1.0% |
| 30D | +13.8% | +11.5% | +2.3% | +6.6% |
| 3M | -4.3% | +12.9% | -17.2% | -11.0% |
| 6M | -5.1% | +36.0% | -41.0% | -21.3% |
| YTD | +24.8% | +84.1% | -59.3% | -16.5% |
| 1Y | +11.8% | +83.8% | -72.0% | -26.1% |
| All | +11.8% | +85.2% | -73.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling