-10.9%
MP vs OKE
+85.8%
-96.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | +9.5% | +5.4% | +4.1% | +6.5% |
| 30D | -3.0% | -1.3% | -1.7% | -2.4% |
| 3M | -30.4% | -2.0% | -28.3% | -30.0% |
| 6M | -39.2% | +3.4% | -42.6% | -41.8% |
| YTD | -23.3% | +28.2% | -51.4% | -37.7% |
| 1Y | -32.6% | +35.7% | -68.3% | -47.6% |
| 3Y | +159.3% | +61.0% | +98.3% | +55.1% |
| All | -10.9% | +85.8% | -96.6% | -56.3% |
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 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