+251.2%
MNST vs OKE
+266.1%
-14.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | -5.6% | +4.5% | -10.1% | -6.3% |
| 3M | -5.7% | +9.6% | -15.3% | -7.2% |
| 6M | +12.0% | +15.4% | -3.4% | +8.8% |
| YTD | +13.2% | +36.5% | -23.2% | +6.7% |
| 1Y | +36.1% | +39.0% | -2.9% | +27.6% |
| 3Y | +52.9% | +74.3% | -21.4% | +35.9% |
| 5Y | +81.0% | +141.2% | -60.2% | +50.1% |
| All | +251.2% | +266.1% | -14.9% | +158.1% |
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