+10,814.7%
OKE vs MCO
+7,404.7%
+3,410.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +1.2% | -3.8% | +5.0% | +2.6% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +9.6% | +7.7% | +1.9% | +6.2% |
| 6M | +15.4% | +7.0% | +8.4% | +11.5% |
| YTD | +36.5% | -6.4% | +42.9% | +37.0% |
| 1Y | +39.0% | -7.6% | +46.6% | +39.9% |
| 3Y | +74.3% | +43.2% | +31.1% | +49.0% |
| 5Y | +141.2% | +29.6% | +111.6% | +110.2% |
| 10Y | +262.1% | +389.2% | -127.1% | +112.5% |
| All | +10,814.7% | +7,404.7% | +3,410.0% | +2,913.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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