+6,923.6%
MCK vs OKE
+11,052.0%
-4,128.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -2.9% | +1.2% | -4.2% | -3.2% |
| 30D | +0.4% | +4.5% | -4.1% | -0.6% |
| 3M | +12.1% | +9.6% | +2.5% | +9.7% |
| 6M | -5.4% | +15.4% | -20.8% | -8.7% |
| YTD | +7.8% | +36.5% | -28.7% | +0.1% |
| 1Y | +22.9% | +39.0% | -16.0% | +13.6% |
| 3Y | +110.7% | +74.3% | +36.4% | +81.8% |
| 5Y | +346.2% | +141.2% | +205.0% | +252.5% |
| 10Y | +440.1% | +262.1% | +178.0% | +255.1% |
| All | +6,923.6% | +11,052.0% | -4,128.4% | +2,104.5% |
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