+265.1%
MU vs EQNR
+89.2%
+175.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.2% | -0.8% | -8.8% |
| 7D | -19.1% | -10.2% | -8.9% | -21.7% |
| 30D | -25.2% | +1.1% | -26.3% | -24.2% |
| 3M | -10.9% | +10.3% | -21.2% | -6.5% |
| 6M | +38.0% | +5.7% | +32.3% | +45.5% |
| YTD | +178.8% | +87.2% | +91.6% | +219.5% |
| 1Y | +265.1% | +87.4% | +177.7% | +321.7% |
| All | +265.1% | +89.2% | +175.9% | +321.7% |
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