+323.1%
MRVL vs EQNR
+72.8%
+250.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +5.6% | +6.4% | -0.8% | +5.1% |
| 30D | +8.8% | +10.4% | -1.6% | +7.8% |
| 3M | -15.9% | +23.1% | -39.0% | -17.5% |
| 6M | +161.3% | +36.3% | +125.0% | +146.5% |
| YTD | +178.2% | +96.0% | +82.3% | +142.9% |
| 1Y | +255.3% | +94.2% | +161.1% | +209.9% |
| 3Y | +323.1% | +75.3% | +247.9% | +269.0% |
| All | +323.1% | +72.8% | +250.3% | +269.0% |
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