+53.1%
MMM vs OKE
+266.1%
-212.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -2.1% | +1.2% | -3.4% | -2.4% |
| 30D | -9.8% | +4.5% | -14.3% | -10.8% |
| 3M | +4.9% | +9.6% | -4.7% | +2.4% |
| 6M | +7.3% | +15.4% | -8.0% | +3.1% |
| YTD | +4.5% | +36.5% | -32.0% | -3.8% |
| 1Y | +5.4% | +39.0% | -33.6% | -3.6% |
| 3Y | +98.6% | +74.3% | +24.3% | +72.3% |
| 5Y | +27.4% | +141.2% | -113.8% | +2.4% |
| All | +53.1% | +266.1% | -212.9% | +11.6% |
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