+133.4%
MP vs EQNR
+72.8%
+60.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -7.4% | +6.4% | -13.8% | -8.2% |
| 30D | -6.7% | +10.4% | -17.0% | -8.1% |
| 3M | -11.7% | +23.1% | -34.8% | -15.0% |
| 6M | -18.9% | +36.3% | -55.1% | -26.7% |
| YTD | 0.0% | +96.0% | -96.0% | -21.1% |
| 1Y | -19.9% | +94.2% | -114.1% | -37.1% |
| 3Y | +133.4% | +75.3% | +58.2% | +87.2% |
| All | +133.4% | +72.8% | +60.6% | +87.2% |
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 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