+220.3%
MULL vs EQNR
+86.3%
+134.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -0.6% | -33.6% | -34.6% |
| 7D | -53.1% | -10.6% | -42.5% | -56.5% |
| 30D | -64.1% | -1.1% | -63.0% | -63.8% |
| 3M | -54.6% | +12.6% | -67.2% | -49.4% |
| 6M | -38.7% | +4.9% | -43.6% | -31.7% |
| YTD | +144.7% | +86.1% | +58.6% | +214.3% |
| 1Y | +220.3% | +87.5% | +132.7% | +319.6% |
| All | +220.3% | +86.3% | +134.0% | +319.6% |
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