+205.1%
MLM vs EQNR
+416.8%
-211.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -0.9% | +6.4% | -7.4% | -2.4% |
| 30D | -6.1% | +10.4% | -16.4% | -8.4% |
| 3M | -9.7% | +23.1% | -32.8% | -14.8% |
| 6M | -14.4% | +36.3% | -50.7% | -22.8% |
| YTD | -17.7% | +96.0% | -113.7% | -33.7% |
| 1Y | -18.7% | +94.2% | -113.0% | -34.6% |
| 3Y | +18.1% | +75.3% | -57.1% | -4.9% |
| 5Y | +42.3% | +187.2% | -144.9% | -13.0% |
| All | +205.1% | +416.8% | -211.7% | +30.2% |
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 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