+7,764.3%
MDT vs OKE
+15,943.7%
-8,179.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.0% | +4.6% | -3.6% | -0.1% |
| 3M | +15.2% | +6.9% | +8.3% | +13.2% |
| 6M | +3.7% | +15.8% | -12.1% | -0.4% |
| YTD | -3.0% | +35.2% | -38.2% | -10.5% |
| 1Y | +2.5% | +37.6% | -35.1% | -5.9% |
| 3Y | +26.5% | +72.0% | -45.6% | +8.3% |
| 5Y | -18.3% | +139.0% | -157.2% | -36.4% |
| 10Y | +40.2% | +258.7% | -218.6% | -11.1% |
| All | +7,764.3% | +15,943.7% | -8,179.4% | +1,875.8% |
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