-32.1%
MKC vs EQNR
+72.8%
-104.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.5% | +6.4% | -7.9% | -1.7% |
| 30D | -3.1% | +10.4% | -13.5% | -3.5% |
| 3M | +5.2% | +23.1% | -17.9% | +4.3% |
| 6M | -12.8% | +36.3% | -49.1% | -14.4% |
| YTD | -23.3% | +96.0% | -119.3% | -27.2% |
| 1Y | -24.1% | +94.2% | -118.3% | -28.0% |
| 3Y | -32.1% | +75.3% | -107.4% | -35.7% |
| All | -32.1% | +72.8% | -104.9% | -35.7% |
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