+2,802.6%
MULL vs EQNR
+85.2%
+2,717.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.3% | +13.1% | +11.0% |
| 7D | +17.3% | +1.7% | +15.6% | +18.7% |
| 30D | +23.5% | +11.5% | +12.0% | +32.9% |
| 3M | -24.0% | +12.9% | -36.9% | -14.9% |
| 6M | +276.7% | +36.0% | +240.8% | +334.1% |
| YTD | +565.1% | +84.1% | +481.0% | +723.6% |
| 1Y | +2,802.6% | +83.8% | +2,718.8% | +3,564.7% |
| All | +2,802.6% | +85.2% | +2,717.4% | +3,564.7% |
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