+27.5%
MCK vs OKE
+40.8%
-13.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +9.3% | -9.0% | +18.3% | +10.0% |
| 30D | +16.3% | -2.3% | +18.6% | +16.2% |
| 3M | +22.3% | 0.0% | +22.4% | +21.8% |
| 6M | +34.1% | -2.0% | +36.1% | +33.6% |
| YTD | +31.1% | +23.2% | +7.9% | +34.4% |
| 1Y | +27.5% | +36.6% | -9.1% | +31.3% |
| All | +27.5% | +40.8% | -13.3% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling