+44.6%
OKE vs MTZ
-14.7%
+59.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.4% | +11.8% | -4.6% |
| 7D | -5.2% | -7.4% | +2.2% | -5.4% |
| 30D | +1.1% | -23.6% | +24.7% | -0.6% |
| 3M | +2.2% | -38.3% | +40.5% | -1.3% |
| 6M | 0.0% | -60.6% | +60.6% | -7.0% |
| YTD | +26.5% | -22.9% | +49.4% | +29.3% |
| 1Y | +44.6% | -14.3% | +58.9% | +49.2% |
| All | +44.6% | -14.7% | +59.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling