+144.0%
OKE vs MLM
+43.0%
+101.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.9% | +1.4% | +0.5% | +1.5% |
| 30D | +12.8% | -6.5% | +19.4% | +14.7% |
| 3M | +11.9% | -7.4% | +19.4% | +13.4% |
| 6M | +14.9% | -15.8% | +30.7% | +19.2% |
| YTD | +37.7% | -17.4% | +55.1% | +42.8% |
| 1Y | +44.1% | -17.9% | +62.0% | +49.2% |
| 3Y | +75.3% | +18.9% | +56.4% | +52.9% |
| 5Y | +144.0% | +43.4% | +100.6% | +94.3% |
| All | +144.0% | +43.0% | +101.0% | +94.3% |
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