+44.6%
OKE vs MXL
+276.5%
-231.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.1% | +7.5% | -3.9% |
| 7D | -5.2% | -24.3% | +19.1% | -5.8% |
| 30D | +1.1% | -46.1% | +47.2% | -0.2% |
| 3M | +2.2% | -21.8% | +24.0% | +1.9% |
| 6M | 0.0% | -27.2% | +27.3% | -0.1% |
| YTD | +26.5% | +226.2% | -199.6% | +31.6% |
| 1Y | +44.6% | +297.0% | -252.4% | +48.1% |
| All | +44.6% | +276.5% | -231.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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