+137.0%
OKE vs MXL
+40.1%
+97.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | +0.4% |
| 7D | +1.2% | +18.9% | -17.6% | -0.1% |
| 30D | +4.5% | +0.3% | +4.2% | +4.1% |
| 3M | +9.6% | -8.0% | +17.7% | +8.0% |
| 6M | +15.4% | +341.2% | -325.9% | -8.4% |
| YTD | +36.5% | +327.8% | -291.4% | +8.1% |
| 1Y | +39.0% | +364.9% | -325.9% | +7.9% |
| 3Y | +74.3% | +229.2% | -154.9% | +31.6% |
| All | +137.0% | +40.1% | +97.0% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling