+14.5%
MDB vs OKE
+35.9%
-21.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -17.4% | +0.7% | -18.1% | -17.4% |
| 30D | -2.0% | +9.4% | -11.4% | -1.3% |
| 3M | -3.0% | +8.6% | -11.6% | -2.4% |
| 6M | +48.7% | +15.3% | +33.4% | +50.9% |
| YTD | -12.1% | +34.8% | -46.9% | -4.6% |
| 1Y | +14.5% | +35.3% | -20.8% | +22.3% |
| All | +14.5% | +35.9% | -21.4% | +22.3% |
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