-48.3%
MUZ vs EQNR
+16.7%
-65.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -6.2% | +20.4% | +18.4% |
| 7D | +47.2% | -10.2% | +57.4% | +56.3% |
| 30D | +57.1% | +1.1% | +56.0% | +47.8% |
| 3M | -5.3% | +10.3% | -15.6% | -21.6% |
| All | -48.3% | +16.7% | -65.0% | -60.4% |
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 · Available span rolling