+2,794.9%
MMM vs OKE
+16,243.7%
-13,448.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -8.0% | +12.8% | -20.8% | -10.7% |
| 3M | +9.4% | +11.9% | -2.6% | +6.1% |
| 6M | +10.2% | +14.9% | -4.6% | +5.8% |
| YTD | +6.1% | +37.7% | -31.6% | -2.7% |
| 1Y | +10.8% | +44.1% | -33.3% | +0.3% |
| 3Y | +104.8% | +75.3% | +29.5% | +76.1% |
| 5Y | +27.0% | +144.0% | -117.0% | 0.0% |
| 10Y | +53.8% | +249.7% | -196.0% | +0.3% |
| All | +2,794.9% | +16,243.7% | -13,448.8% | +692.4% |
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