+220.7%
MULL vs EQNR
+38.9%
+181.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.7% |
| 7D | -8.4% | +6.4% | -14.9% | -3.5% |
| 30D | +9.7% | +10.4% | -0.7% | +19.4% |
| 3M | -26.8% | +23.1% | -49.8% | -8.1% |
| 6M | +220.7% | +36.3% | +184.4% | +377.7% |
| All | +220.7% | +38.9% | +181.8% | +377.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling