+62.7%
MP vs OKE
+140.8%
-78.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -0.7% | +6.1% | -6.7% | -4.1% |
| 3M | 0.0% | +10.4% | -10.4% | -7.0% |
| 6M | -10.0% | +14.2% | -24.1% | -19.7% |
| YTD | +7.5% | +35.3% | -27.8% | -15.3% |
| 1Y | -14.0% | +40.6% | -54.6% | -34.7% |
| 3Y | +153.5% | +72.2% | +81.3% | +44.8% |
| 5Y | +62.7% | +139.6% | -76.9% | -35.1% |
| All | +62.7% | +140.8% | -78.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling