-13.0%
MP vs OKE
+40.6%
-53.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.8% |
| 30D | -0.7% | +6.1% | -6.7% | +0.9% |
| 3M | 0.0% | +10.4% | -10.4% | +2.5% |
| 6M | -10.0% | +14.2% | -24.1% | -8.8% |
| YTD | +7.5% | +35.3% | -27.8% | +7.3% |
| All | -13.0% | +40.6% | -53.7% | -15.3% |
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