+1,044.6%
OKE vs MXL
+315.4%
+729.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | -0.2% |
| 7D | +1.2% | +18.9% | -17.6% | -1.4% |
| 30D | +4.5% | +0.3% | +4.2% | +3.8% |
| 3M | +9.6% | -8.0% | +17.7% | +6.5% |
| 6M | +15.4% | +341.2% | -325.9% | -20.8% |
| YTD | +36.5% | +327.8% | -291.4% | -6.6% |
| 1Y | +39.0% | +364.9% | -325.9% | -7.4% |
| 3Y | +74.3% | +229.2% | -154.9% | +11.5% |
| 5Y | +141.2% | +42.8% | +98.4% | +72.7% |
| 10Y | +262.1% | +303.1% | -41.0% | +86.0% |
| All | +1,044.6% | +315.4% | +729.2% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling