+98.6%
MMM vs EQNR
+72.8%
+25.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -2.1% | +6.4% | -8.6% | -2.2% |
| 30D | -9.8% | +10.4% | -20.2% | -9.9% |
| 3M | +4.9% | +23.1% | -18.2% | +4.6% |
| 6M | +7.3% | +36.3% | -29.0% | +5.1% |
| YTD | +4.5% | +96.0% | -91.5% | -2.6% |
| 1Y | +5.4% | +94.2% | -88.9% | -1.8% |
| 3Y | +98.6% | +75.3% | +23.3% | +82.5% |
| All | +98.6% | +72.8% | +25.8% | +82.5% |
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