+72.5%
MUB vs EQNR
+302.3%
-229.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.8% | +6.4% | -7.3% | -0.9% |
| 30D | -2.4% | +10.4% | -12.7% | -2.5% |
| 3M | -2.8% | +23.1% | -25.9% | -3.0% |
| 6M | -2.2% | +36.3% | -38.5% | -2.5% |
| YTD | -1.6% | +96.0% | -97.6% | -2.3% |
| 1Y | 0.0% | +94.2% | -94.2% | -0.6% |
| 3Y | +7.9% | +75.3% | -67.4% | +7.2% |
| 5Y | +1.2% | +187.2% | -186.0% | 0.0% |
| 10Y | +17.2% | +415.5% | -398.3% | +14.4% |
| All | +72.5% | +302.3% | -229.9% | +69.1% |
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