+210.4%
MGY vs EQNR
+368.8%
-158.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | +3.5% | +6.4% | -2.9% | -1.7% |
| 30D | +5.3% | +10.4% | -5.1% | -3.0% |
| 3M | +2.6% | +23.1% | -20.4% | -14.2% |
| 6M | -3.3% | +36.3% | -39.6% | -27.0% |
| YTD | +29.2% | +96.0% | -66.8% | -29.1% |
| 1Y | +18.0% | +94.2% | -76.2% | -35.0% |
| 3Y | +30.0% | +75.3% | -45.2% | -24.2% |
| 5Y | +92.7% | +187.2% | -94.5% | -30.8% |
| All | +210.4% | +368.8% | -158.4% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling