+3,215.7%
MPC vs OKE
+544.0%
+2,671.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.9% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | -12.2% | -3.1% | -9.1% | -10.5% |
| 3M | +20.1% | -2.6% | +22.7% | +21.8% |
| 6M | +60.6% | +2.8% | +57.8% | +57.8% |
| YTD | +150.6% | +25.9% | +124.7% | +119.7% |
| 1Y | +104.7% | +34.0% | +70.7% | +73.2% |
| 3Y | +194.5% | +58.9% | +135.6% | +124.4% |
| 5Y | +582.3% | +81.8% | +500.5% | +381.5% |
| 10Y | +1,135.3% | +236.1% | +899.2% | +508.2% |
| All | +3,215.7% | +544.0% | +2,671.7% | +791.8% |
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