-7.7%
MDB vs OKE
+43.1%
-50.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.6% |
| 7D | -16.5% | -5.2% | -11.3% | -17.1% |
| 30D | -8.6% | +1.1% | -9.7% | -8.2% |
| 3M | -13.6% | +2.2% | -15.8% | -13.2% |
| 6M | +24.1% | 0.0% | +24.0% | +24.7% |
| YTD | -21.8% | +26.5% | -48.3% | -10.4% |
| 1Y | -7.7% | +44.6% | -52.3% | +20.4% |
| All | -7.7% | +43.1% | -50.9% | +20.4% |
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