+1,171.8%
MPC vs OKE
+243.0%
+928.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | +11.2% | +5.4% | +5.9% | +7.6% |
| 30D | -14.5% | -1.3% | -13.2% | -13.7% |
| 3M | +16.7% | -2.0% | +18.7% | +18.1% |
| 6M | +67.6% | +3.4% | +64.1% | +63.4% |
| YTD | +157.9% | +28.2% | +129.8% | +119.2% |
| 1Y | +116.7% | +35.7% | +81.0% | +77.4% |
| 3Y | +199.8% | +61.0% | +138.8% | +116.3% |
| 5Y | +604.4% | +85.8% | +518.6% | +360.0% |
| All | +1,171.8% | +243.0% | +928.8% | +431.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling