+251.2%
MNST vs EQNR
+416.8%
-165.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.0% | +6.4% | -7.4% | -1.7% |
| 30D | -5.6% | +10.4% | -16.0% | -6.7% |
| 3M | -5.7% | +23.1% | -28.8% | -8.2% |
| 6M | +12.0% | +36.3% | -24.3% | +6.8% |
| YTD | +13.2% | +96.0% | -82.8% | +2.2% |
| 1Y | +36.1% | +94.2% | -58.2% | +22.8% |
| 3Y | +52.9% | +75.3% | -22.4% | +38.2% |
| 5Y | +81.0% | +187.2% | -106.2% | +41.6% |
| All | +251.2% | +416.8% | -165.6% | +117.9% |
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