-9.8%
MARA vs OKTA
+601.1%
-610.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +6.1% |
| 7D | +5.9% | -2.4% | +8.3% | +7.0% |
| 30D | +24.3% | +13.0% | +11.2% | +14.4% |
| 3M | -12.0% | +41.7% | -53.7% | -28.3% |
| 6M | +40.1% | +105.9% | -65.8% | -9.5% |
| YTD | +33.4% | +92.6% | -59.1% | -12.1% |
| 1Y | -23.7% | +81.1% | -104.8% | -47.9% |
| 3Y | +19.0% | +84.8% | -65.9% | -24.2% |
| 5Y | -66.5% | -34.4% | -32.0% | -67.2% |
| All | -9.8% | +601.1% | -610.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling