+159.3%
MP vs OKE
+62.2%
+97.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +9.5% | +5.4% | +4.1% | +8.2% |
| 30D | -3.0% | -1.3% | -1.7% | -2.7% |
| 3M | -30.4% | -2.0% | -28.3% | -30.1% |
| 6M | -39.2% | +3.4% | -42.6% | -40.3% |
| YTD | -23.3% | +28.2% | -51.4% | -32.0% |
| 1Y | -32.6% | +35.7% | -68.3% | -41.8% |
| 3Y | +159.3% | +61.0% | +98.3% | +25.0% |
| All | +159.3% | +62.2% | +97.0% | +25.0% |
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