+132.5%
OKLO vs MPC
+203.2%
-70.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +1.6% | +11.2% | -9.7% | -0.3% |
| 30D | -17.6% | -14.5% | -3.1% | -15.9% |
| 3M | -48.5% | +16.7% | -65.2% | -50.5% |
| 6M | -65.7% | +67.6% | -133.2% | -70.0% |
| YTD | -66.7% | +157.9% | -224.6% | -75.6% |
| 1Y | -76.5% | +116.7% | -193.1% | -81.6% |
| 3Y | +132.5% | +199.8% | -67.3% | +68.7% |
| All | +132.5% | +203.2% | -70.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 3y: compounded portfolio wealth divided by compounded MPC 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…
3y analysis · Full analysis span regression · 6 months rolling