+15,818.3%
OKE vs MTZ
+2,996.0%
+12,822.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +4.6% | -14.8% | +19.4% | +6.7% |
| 3M | +6.9% | -30.8% | +37.8% | +10.9% |
| 6M | +15.8% | -22.6% | +38.4% | +17.8% |
| YTD | +35.2% | +6.8% | +28.4% | +31.3% |
| 1Y | +37.6% | +22.1% | +15.4% | +30.8% |
| 3Y | +72.0% | +153.1% | -81.1% | +45.4% |
| 5Y | +139.0% | +161.4% | -22.5% | +99.1% |
| 10Y | +258.7% | +723.1% | -464.4% | +164.4% |
| All | +15,818.3% | +2,996.0% | +12,822.3% | +9,525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling