+120.8%
MPC vs EQNR
+93.1%
+27.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +1.8% | +6.4% | -4.6% | -1.2% |
| 30D | +14.0% | +10.4% | +3.6% | +8.6% |
| 3M | +52.2% | +23.1% | +29.1% | +36.9% |
| 6M | +75.8% | +36.3% | +39.5% | +49.5% |
| YTD | +146.3% | +96.0% | +50.3% | +73.6% |
| 1Y | +120.8% | +94.2% | +26.6% | +55.7% |
| All | +120.8% | +93.1% | +27.7% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling