+25.7%
MMM vs OKE
+136.3%
-110.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -10.7% | +4.6% | -15.3% | -12.0% |
| 3M | +4.3% | +6.9% | -2.7% | +1.7% |
| 6M | +5.9% | +15.8% | -9.8% | -0.2% |
| YTD | +3.2% | +35.2% | -32.0% | -8.7% |
| 1Y | +8.0% | +37.6% | -29.6% | -5.2% |
| 3Y | +99.1% | +72.0% | +27.1% | +60.1% |
| 5Y | +25.7% | +139.0% | -113.2% | -10.3% |
| All | +25.7% | +136.3% | -110.5% | -10.3% |
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