+19.9%
MDT vs OKE
+43.1%
-23.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.6% | +9.8% | +6.5% |
| 7D | +10.7% | -5.2% | +16.0% | +11.3% |
| 30D | +19.3% | +1.1% | +18.2% | +18.7% |
| 3M | +22.8% | +2.2% | +20.6% | +21.9% |
| 6M | +36.4% | 0.0% | +36.3% | +35.4% |
| YTD | +12.1% | +26.5% | -14.5% | +11.7% |
| 1Y | +19.9% | +44.6% | -24.7% | +19.7% |
| All | +19.9% | +43.1% | -23.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling