+40.2%
MLM vs EQNR
+188.3%
-148.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | +5.7% | -7.0% | -1.3% |
| 30D | -9.1% | +11.3% | -20.4% | -9.1% |
| 3M | -9.0% | +21.5% | -30.5% | -9.0% |
| 6M | -17.0% | +41.8% | -58.9% | -18.2% |
| YTD | -19.0% | +97.3% | -116.3% | -22.2% |
| 1Y | -18.1% | +89.9% | -108.0% | -21.2% |
| 3Y | +16.7% | +76.9% | -60.2% | +12.3% |
| 5Y | +40.2% | +189.2% | -149.0% | +23.2% |
| All | +40.2% | +188.3% | -148.1% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling