+1,029.4%
MDB vs OKE
+205.8%
+823.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.4% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -17.3% | +4.5% | -21.8% | -18.6% |
| 3M | +2.2% | +9.6% | -7.4% | -1.4% |
| 6M | +33.9% | +15.4% | +18.5% | +26.5% |
| YTD | -13.7% | +36.5% | -50.2% | -23.2% |
| 1Y | +9.1% | +39.0% | -29.9% | -3.9% |
| 3Y | -8.1% | +74.3% | -82.4% | -24.8% |
| 5Y | -25.9% | +141.2% | -167.1% | -44.1% |
| All | +1,029.4% | +205.8% | +823.6% | +717.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling