+298.8%
MXL vs EQNR
+387.9%
-89.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.8% |
| 7D | +18.9% | +6.4% | +12.4% | +16.0% |
| 30D | +0.3% | +10.4% | -10.0% | -3.8% |
| 3M | -8.0% | +23.1% | -31.1% | -16.7% |
| 6M | +341.2% | +36.3% | +305.0% | +274.5% |
| YTD | +327.8% | +96.0% | +231.9% | +206.6% |
| 1Y | +364.9% | +94.2% | +270.7% | +233.0% |
| 3Y | +229.2% | +75.3% | +154.0% | +141.4% |
| 5Y | +42.8% | +187.2% | -144.4% | -21.0% |
| 10Y | +303.1% | +415.5% | -112.4% | +57.5% |
| All | +298.8% | +387.9% | -89.1% | +36.3% |
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