-23.5%
MDB vs OKE
+136.3%
-159.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | -14.9% | +4.6% | -19.5% | -17.1% |
| 3M | +7.3% | +6.9% | +0.4% | +2.6% |
| 6M | +38.2% | +15.8% | +22.4% | +25.0% |
| YTD | -10.9% | +35.2% | -46.1% | -27.0% |
| 1Y | +11.6% | +37.6% | -25.9% | -10.2% |
| 3Y | -0.9% | +72.0% | -72.9% | -33.9% |
| 5Y | -23.5% | +139.0% | -162.5% | -54.4% |
| All | -23.5% | +136.3% | -159.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling