+81.5%
OKE vs MLM
+29.9%
+51.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | -1.6% | +10.4% | -12.0% | -4.2% |
| 3M | -2.2% | -3.7% | +1.5% | -1.5% |
| 6M | +5.0% | -10.3% | +15.2% | +7.1% |
| YTD | +24.8% | -14.8% | +39.6% | +28.1% |
| 1Y | +35.1% | -13.9% | +48.9% | +37.9% |
| 3Y | +57.5% | +18.4% | +39.1% | +38.0% |
| 5Y | +81.5% | +31.8% | +49.7% | +47.6% |
| All | +81.5% | +29.9% | +51.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling