+159.7%
MPWR vs EQNR
+72.8%
+86.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | +0.9% | +6.4% | -5.6% | 0.0% |
| 30D | -13.4% | +10.4% | -23.7% | -14.5% |
| 3M | -22.2% | +23.1% | -45.3% | -24.4% |
| 6M | +15.7% | +36.3% | -20.6% | +7.3% |
| YTD | +36.7% | +96.0% | -59.3% | +13.1% |
| 1Y | +47.9% | +94.2% | -46.3% | +22.3% |
| 3Y | +159.7% | +75.3% | +84.4% | +111.5% |
| All | +159.7% | +72.8% | +86.9% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling