+44.6%
OKE vs MLM
-11.4%
+56.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.2% |
| 7D | -5.2% | +9.1% | -14.4% | -3.7% |
| 30D | +1.1% | +14.6% | -13.5% | +3.8% |
| 3M | +2.2% | +0.3% | +1.9% | +2.2% |
| 6M | 0.0% | -7.5% | +7.5% | -0.2% |
| YTD | +26.5% | -10.2% | +36.8% | +26.0% |
| 1Y | +44.6% | -10.5% | +55.1% | +44.4% |
| All | +44.6% | -11.4% | +56.0% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling