+2,503.5%
MU vs EQNR
+2,040.5%
+462.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | +2.0% | +5.7% | -3.7% | -0.5% |
| 30D | +12.5% | +11.3% | +1.3% | +7.2% |
| 3M | +9.6% | +21.5% | -11.9% | -1.4% |
| 6M | +142.6% | +41.8% | +100.8% | +97.9% |
| YTD | +242.7% | +97.3% | +145.3% | +137.5% |
| 1Y | +599.3% | +89.9% | +509.4% | +389.3% |
| 3Y | +1,308.3% | +76.9% | +1,231.4% | +886.1% |
| 5Y | +1,263.7% | +189.2% | +1,074.5% | +587.4% |
| 10Y | +5,862.7% | +419.0% | +5,443.7% | +1,960.5% |
| All | +2,503.5% | +2,040.5% | +462.9% | +514.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling