+166.1%
MTZ vs EQNR
+72.8%
+93.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +1.4% | +6.4% | -5.1% | +0.9% |
| 30D | -14.5% | +10.4% | -24.8% | -15.1% |
| 3M | -32.9% | +23.1% | -56.0% | -34.0% |
| 6M | -20.8% | +36.3% | -57.1% | -24.6% |
| YTD | +10.6% | +96.0% | -85.4% | -3.3% |
| 1Y | +27.1% | +94.2% | -67.1% | +11.0% |
| 3Y | +166.1% | +75.3% | +90.9% | +126.5% |
| All | +166.1% | +72.8% | +93.3% | +126.5% |
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