+1,925.8%
MRVL vs EQNR
+416.8%
+1,509.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +5.6% | +6.4% | -0.8% | +3.8% |
| 30D | +8.8% | +10.4% | -1.6% | +5.7% |
| 3M | -15.9% | +23.1% | -39.0% | -21.6% |
| 6M | +161.3% | +36.3% | +125.0% | +131.9% |
| YTD | +178.2% | +96.0% | +82.3% | +119.0% |
| 1Y | +255.3% | +94.2% | +161.1% | +179.5% |
| 3Y | +323.1% | +75.3% | +247.9% | +236.0% |
| 5Y | +293.2% | +187.2% | +106.0% | +148.1% |
| All | +1,925.8% | +416.8% | +1,509.0% | +897.2% |
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