+443.0%
MP vs EQNR
+367.1%
+75.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.2% | -3.2% |
| 7D | -0.7% | +3.8% | -4.5% | -1.9% |
| 30D | -0.7% | +11.4% | -12.1% | -4.1% |
| 3M | 0.0% | +24.8% | -24.8% | -8.0% |
| 6M | -10.0% | +42.3% | -52.2% | -23.4% |
| YTD | +7.5% | +97.9% | -90.4% | -20.5% |
| 1Y | -14.0% | +95.9% | -109.9% | -36.8% |
| 3Y | +153.5% | +77.3% | +76.2% | +90.6% |
| 5Y | +62.7% | +195.3% | -132.6% | -2.1% |
| All | +443.0% | +367.1% | +75.9% | +198.6% |
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