+18.9%
MCD vs OKE
+136.3%
-117.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -7.0% | +4.6% | -11.6% | -7.6% |
| 3M | -9.8% | +6.9% | -16.7% | -10.6% |
| 6M | -21.8% | +15.8% | -37.5% | -23.4% |
| YTD | -15.6% | +35.2% | -50.8% | -19.3% |
| 1Y | -15.2% | +37.6% | -52.7% | -19.2% |
| 3Y | -2.6% | +72.0% | -74.6% | -12.6% |
| 5Y | +18.9% | +139.0% | -120.1% | -2.1% |
| All | +18.9% | +136.3% | -117.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling