+137.0%
OKE vs MTCH
-73.3%
+210.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.8% |
| 7D | +1.2% | +1.3% | 0.0% | +1.1% |
| 30D | +4.5% | +15.9% | -11.4% | +2.4% |
| 3M | +9.6% | +23.3% | -13.7% | +6.2% |
| 6M | +15.4% | +40.1% | -24.8% | +9.3% |
| YTD | +36.5% | +33.6% | +2.9% | +29.9% |
| 1Y | +39.0% | +14.1% | +24.9% | +35.4% |
| 3Y | +74.3% | +1.4% | +72.9% | +69.4% |
| All | +137.0% | -73.3% | +210.3% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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