+672.6%
MU vs EQNR
+87.7%
+584.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -0.4% |
| 7D | +2.4% | +2.7% | -0.2% | +3.3% |
| 30D | +7.3% | +10.0% | -2.6% | +10.8% |
| 3M | -11.2% | +13.5% | -24.7% | -6.2% |
| 6M | +152.5% | +39.2% | +113.3% | +170.1% |
| YTD | +235.9% | +86.6% | +149.3% | +272.4% |
| All | +672.6% | +87.7% | +584.9% | +764.0% |
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