+143.9%
MCD vs OKTA
+620.5%
-476.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -7.0% | +13.8% | -20.9% | -7.9% |
| 3M | -9.8% | +48.9% | -58.7% | -12.1% |
| 6M | -21.8% | +114.9% | -136.7% | -25.9% |
| YTD | -15.6% | +97.9% | -113.5% | -19.8% |
| 1Y | -15.2% | +89.7% | -104.8% | -19.2% |
| 3Y | -2.6% | +95.8% | -98.4% | -8.9% |
| 5Y | +18.9% | -32.6% | +51.5% | +19.0% |
| All | +143.9% | +620.5% | -476.6% | +93.0% |
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