+15,968.0%
OKE vs MRSH
+3,263.4%
+12,704.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.2% | -4.8% | +6.0% | +3.1% |
| 30D | +4.5% | -6.3% | +10.8% | +7.0% |
| 3M | +9.6% | +5.8% | +3.8% | +6.7% |
| 6M | +15.4% | +2.8% | +12.6% | +13.2% |
| YTD | +36.5% | -3.1% | +39.6% | +36.4% |
| 1Y | +39.0% | -11.3% | +50.2% | +43.4% |
| 3Y | +74.3% | -5.0% | +79.3% | +74.2% |
| 5Y | +141.2% | +19.2% | +122.0% | +119.7% |
| 10Y | +262.1% | +217.4% | +44.7% | +141.2% |
| All | +15,968.0% | +3,263.4% | +12,704.6% | +5,365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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