+259.1%
OKE vs MLM
+203.1%
+56.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -0.8% |
| 7D | -0.2% | -2.7% | +2.5% | +1.3% |
| 30D | +6.1% | -8.3% | +14.4% | +10.9% |
| 3M | +10.4% | -12.0% | +22.4% | +16.7% |
| 6M | +14.2% | -17.6% | +31.8% | +23.5% |
| YTD | +35.3% | -18.9% | +54.2% | +46.1% |
| 1Y | +40.6% | -17.6% | +58.3% | +49.7% |
| 3Y | +72.2% | +16.8% | +55.4% | +41.4% |
| 5Y | +139.6% | +41.0% | +98.6% | +65.7% |
| 10Y | +259.1% | +209.3% | +49.8% | +48.4% |
| All | +259.1% | +203.1% | +56.0% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling