+445.3%
MP vs OKE
+303.5%
+141.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | +13.8% | +9.4% | +4.4% | +8.5% |
| 3M | -16.7% | +8.6% | -25.3% | -21.2% |
| 6M | -11.5% | +15.3% | -26.8% | -20.5% |
| YTD | +7.9% | +34.8% | -26.8% | -11.8% |
| 1Y | -15.0% | +35.3% | -50.3% | -31.3% |
| 3Y | +153.5% | +69.5% | +84.0% | +69.4% |
| 5Y | +58.7% | +135.2% | -76.5% | -9.6% |
| All | +445.3% | +303.5% | +141.8% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling