+44.1%
MP vs EQNR
+185.3%
-141.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -4.6% | +5.7% | -10.3% | -6.1% |
| 30D | -7.1% | +11.3% | -18.4% | -10.1% |
| 3M | -4.0% | +21.5% | -25.5% | -10.5% |
| 6M | -16.7% | +41.8% | -58.5% | -28.9% |
| YTD | +1.6% | +97.3% | -95.7% | -24.7% |
| 1Y | -17.8% | +89.9% | -107.7% | -38.7% |
| 3Y | +139.6% | +76.9% | +62.7% | +80.4% |
| All | +44.1% | +185.3% | -141.3% | -14.5% |
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 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