+1,017.5%
MDB vs OKE
+203.3%
+814.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -14.0% | +6.1% | -20.1% | -15.7% |
| 3M | +5.3% | +10.4% | -5.1% | +1.4% |
| 6M | +31.9% | +14.2% | +17.7% | +25.1% |
| YTD | -14.6% | +35.3% | -49.9% | -23.8% |
| 1Y | +8.2% | +40.6% | -32.4% | -5.0% |
| 3Y | -5.0% | +72.2% | -77.2% | -21.9% |
| 5Y | -24.5% | +139.6% | -164.2% | -42.9% |
| All | +1,017.5% | +203.3% | +814.2% | +710.7% |
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