-15.0%
MP vs OKE
+35.9%
-50.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | -2.9% | +0.7% | -3.6% | -2.7% |
| 30D | +13.8% | +9.4% | +4.4% | +16.3% |
| 3M | -16.7% | +8.6% | -25.3% | -14.9% |
| 6M | -11.5% | +15.3% | -26.8% | -10.9% |
| YTD | +7.9% | +34.8% | -26.8% | +7.2% |
| 1Y | -15.0% | +35.3% | -50.3% | -16.3% |
| All | -15.0% | +35.9% | -50.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling