+8.6%
MCD vs OKE
+62.2%
-53.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -1.6% | +5.4% | -7.0% | -1.9% |
| 30D | +14.1% | -1.3% | +15.5% | +14.1% |
| 3M | +0.6% | -2.0% | +2.6% | +0.6% |
| 6M | 0.0% | +3.4% | -3.4% | -0.4% |
| YTD | -9.3% | +28.2% | -37.4% | -11.4% |
| 1Y | -9.3% | +35.7% | -45.0% | -11.9% |
| 3Y | +8.6% | +61.0% | -52.4% | +2.1% |
| All | +8.6% | +62.2% | -53.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 3y: compounded portfolio wealth divided by compounded OKE 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…
3y analysis · Full analysis span regression · 6 months rolling