+27.1%
MTZ vs EQNR
+93.1%
-66.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.4% |
| 7D | +1.4% | +6.4% | -5.1% | +2.4% |
| 30D | -14.5% | +10.4% | -24.8% | -13.0% |
| 3M | -32.9% | +23.1% | -56.0% | -29.9% |
| 6M | -20.8% | +36.3% | -57.1% | -17.5% |
| YTD | +10.6% | +96.0% | -85.4% | +15.6% |
| 1Y | +27.1% | +94.2% | -67.1% | +33.8% |
| All | +27.1% | +93.1% | -66.0% | +33.8% |
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