+137.6%
OKLO vs MPC
+201.9%
-64.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -7.9% | -5.9% |
| 7D | +27.3% | +9.4% | +17.9% | +25.3% |
| 30D | -23.1% | -13.4% | -9.6% | -21.6% |
| 3M | -45.8% | +18.9% | -64.7% | -48.1% |
| 6M | -66.8% | +64.9% | -131.7% | -70.8% |
| YTD | -65.9% | +156.8% | -222.7% | -75.1% |
| 1Y | -78.0% | +113.2% | -191.2% | -82.8% |
| All | +137.6% | +201.9% | -64.3% | +72.5% |
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