+192.1%
MXL vs EQNR
+86.3%
+105.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -0.6% | -21.5% | -22.2% |
| 7D | -38.1% | -10.6% | -27.5% | -39.6% |
| 30D | -59.5% | -1.1% | -58.4% | -59.2% |
| 3M | -34.3% | +12.6% | -47.0% | -32.1% |
| 6M | -45.8% | +4.9% | -50.7% | -43.4% |
| YTD | +154.2% | +86.1% | +68.1% | +181.1% |
| 1Y | +192.1% | +87.5% | +104.6% | +226.1% |
| All | +192.1% | +86.3% | +105.8% | +226.1% |
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