-10.5%
MLM vs EQNR
+89.2%
-99.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.2% | +8.6% | +0.8% |
| 7D | +9.1% | -10.2% | +19.3% | +6.5% |
| 30D | +14.6% | +1.1% | +13.6% | +15.2% |
| 3M | +0.3% | +10.3% | -10.0% | +3.5% |
| 6M | -7.5% | +5.7% | -13.1% | -4.2% |
| YTD | -10.2% | +87.2% | -97.5% | -5.4% |
| 1Y | -10.5% | +87.4% | -97.9% | -5.4% |
| All | -10.5% | +89.2% | -99.7% | -5.4% |
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