+1,368.8%
MLM vs EQNR
+2,046.2%
-677.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.1% |
| 7D | -2.7% | +3.8% | -6.5% | -4.0% |
| 30D | -8.3% | +11.4% | -19.7% | -11.7% |
| 3M | -12.0% | +24.8% | -36.8% | -19.3% |
| 6M | -17.6% | +42.3% | -59.9% | -29.2% |
| YTD | -18.9% | +97.9% | -116.7% | -38.3% |
| 1Y | -17.6% | +95.9% | -113.6% | -37.6% |
| 3Y | +16.8% | +77.3% | -60.5% | -11.7% |
| 5Y | +41.0% | +195.3% | -154.2% | -17.7% |
| 10Y | +209.3% | +420.4% | -211.1% | +34.6% |
| All | +1,368.8% | +2,046.2% | -677.4% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling