+1,131.4%
MPC vs EQNR
+416.8%
+714.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | +1.8% | +6.4% | -4.6% | -2.5% |
| 30D | +14.0% | +10.4% | +3.6% | +6.4% |
| 3M | +52.2% | +23.1% | +29.1% | +30.5% |
| 6M | +75.8% | +36.3% | +39.5% | +38.8% |
| YTD | +146.3% | +96.0% | +50.3% | +50.1% |
| 1Y | +120.8% | +94.2% | +26.6% | +34.9% |
| 3Y | +172.6% | +75.3% | +97.4% | +71.6% |
| 5Y | +678.2% | +187.2% | +491.0% | +204.4% |
| All | +1,131.4% | +416.8% | +714.6% | +210.5% |
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 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