+18.4%
MDLZ vs OKE
+136.3%
-117.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +1.1% | +4.6% | -3.5% | +0.4% |
| 3M | -1.8% | +6.9% | -8.8% | -2.9% |
| 6M | +12.3% | +15.8% | -3.5% | +9.7% |
| YTD | +18.0% | +35.2% | -17.2% | +12.5% |
| 1Y | +3.8% | +37.6% | -33.8% | -1.4% |
| 3Y | -2.4% | +72.0% | -74.4% | -13.4% |
| 5Y | +18.4% | +139.0% | -120.5% | -0.7% |
| All | +18.4% | +136.3% | -117.8% | -0.7% |
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 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