+3,101.0%
MPC vs OKE
+589.4%
+2,511.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | +0.7% | +4.7% | +5.0% |
| 30D | +31.0% | +9.4% | +21.6% | +24.7% |
| 3M | +46.0% | +8.6% | +37.5% | +39.3% |
| 6M | +77.3% | +15.3% | +62.0% | +63.6% |
| YTD | +141.9% | +34.8% | +107.1% | +104.2% |
| 1Y | +120.9% | +35.3% | +85.7% | +85.7% |
| 3Y | +182.7% | +69.5% | +113.2% | +107.3% |
| 5Y | +646.4% | +135.2% | +511.2% | +358.8% |
| 10Y | +1,138.7% | +261.7% | +877.0% | +484.5% |
| All | +3,101.0% | +589.4% | +2,511.6% | +728.6% |
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