-10.2%
MARA vs OKTA
+627.3%
-637.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.7% |
| 7D | +13.8% | +5.9% | +8.0% | +10.9% |
| 30D | +24.7% | +14.6% | +10.1% | +14.2% |
| 3M | -10.4% | +44.0% | -54.4% | -27.4% |
| 6M | +37.6% | +116.7% | -79.1% | -13.2% |
| YTD | +32.7% | +99.8% | -67.0% | -14.0% |
| 1Y | -25.2% | +84.1% | -109.2% | -49.2% |
| 3Y | +9.3% | +97.7% | -88.4% | -32.7% |
| 5Y | -69.3% | -35.2% | -34.2% | -69.9% |
| All | -10.2% | +627.3% | -637.6% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling