+2,396.1%
MUU vs EQNR
+100.5%
+2,295.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -8.2% | +6.4% | -14.7% | -8.1% |
| 30D | +10.2% | +10.4% | -0.2% | +10.4% |
| 3M | -26.5% | +23.1% | -49.6% | -26.0% |
| 6M | +227.2% | +36.3% | +190.9% | +196.4% |
| YTD | +527.4% | +96.0% | +431.4% | +355.3% |
| 1Y | +1,843.7% | +94.2% | +1,749.5% | +1,298.5% |
| All | +2,396.1% | +100.5% | +2,295.6% | +1,744.2% |
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