+81.7%
MDLZ vs OKE
+266.1%
-184.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +1.9% | +1.2% | +0.6% | +1.7% |
| 30D | +0.4% | +4.5% | -4.1% | -0.3% |
| 3M | -0.6% | +9.6% | -10.2% | -2.0% |
| 6M | +14.7% | +15.4% | -0.7% | +12.0% |
| YTD | +18.0% | +36.5% | -18.5% | +12.2% |
| 1Y | +4.1% | +39.0% | -34.8% | -1.3% |
| 3Y | -4.6% | +74.3% | -78.9% | -13.9% |
| 5Y | +18.4% | +141.2% | -122.8% | +0.6% |
| All | +81.7% | +266.1% | -184.4% | +36.6% |
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