+4.0%
MTUM vs EQNR
+84.5%
-80.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +1.7% |
| 7D | -10.2% | -13.9% | +3.6% | -12.0% |
| 30D | -20.9% | +0.9% | -21.8% | -20.5% |
| 3M | -17.1% | +7.4% | -24.5% | -15.7% |
| 6M | -14.5% | +12.6% | -27.1% | -12.0% |
| YTD | +2.3% | +83.7% | -81.4% | +5.7% |
| 1Y | +4.0% | +83.3% | -79.3% | +8.0% |
| All | +4.0% | +84.5% | -80.5% | +8.0% |
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 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