+5,979.9%
MCD vs OKE
+15,895.1%
-9,915.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -6.0% | +9.4% | -15.4% | -7.7% |
| 3M | -5.6% | +8.6% | -14.1% | -7.3% |
| 6M | -21.9% | +15.3% | -37.1% | -24.3% |
| YTD | -14.7% | +34.8% | -49.5% | -20.1% |
| 1Y | -17.3% | +35.3% | -52.5% | -22.6% |
| 3Y | -2.2% | +69.5% | -71.6% | -13.7% |
| 5Y | +20.3% | +135.2% | -114.9% | -2.2% |
| 10Y | +180.7% | +261.7% | -81.0% | +89.8% |
| All | +5,979.9% | +15,895.1% | -9,915.1% | +1,659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling