+67.3%
MNST vs OKE
+62.2%
+5.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +1.6% | +5.4% | -3.7% | +1.4% |
| 30D | +5.1% | -1.3% | +6.4% | +5.1% |
| 3M | -0.5% | -2.0% | +1.6% | -0.5% |
| 6M | +8.1% | +3.4% | +4.7% | +7.7% |
| YTD | +21.2% | +28.2% | -7.0% | +17.9% |
| 1Y | +30.7% | +35.7% | -4.9% | +26.2% |
| 3Y | +67.3% | +61.0% | +6.3% | +61.7% |
| All | +67.3% | +62.2% | +5.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling