+349.5%
MTUM vs EQNR
+416.8%
-67.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.7% | +6.4% | -5.7% | -0.5% |
| 30D | -2.4% | +10.4% | -12.8% | -4.4% |
| 3M | -3.6% | +23.1% | -26.7% | -8.1% |
| 6M | +23.7% | +36.3% | -12.6% | +13.9% |
| YTD | +22.9% | +96.0% | -73.1% | +3.5% |
| 1Y | +21.8% | +94.2% | -72.5% | +2.4% |
| 3Y | +114.4% | +75.3% | +39.2% | +81.3% |
| 5Y | +79.6% | +187.2% | -107.7% | +27.2% |
| All | +349.5% | +416.8% | -67.3% | +161.4% |
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