+655.1%
MPC vs EQNR
+183.4%
+471.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +1.8% | +6.4% | -4.6% | -1.4% |
| 30D | +14.0% | +10.4% | +3.6% | +8.3% |
| 3M | +52.2% | +23.1% | +29.1% | +35.9% |
| 6M | +75.8% | +36.3% | +39.5% | +48.2% |
| YTD | +146.3% | +96.0% | +50.3% | +71.9% |
| 1Y | +120.8% | +94.2% | +26.6% | +54.5% |
| 3Y | +172.6% | +75.3% | +97.4% | +96.8% |
| All | +655.1% | +183.4% | +471.8% | +306.5% |
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