-8.1%
MCD vs OKTA
+113.6%
-121.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.5% |
| 7D | -1.9% | -4.6% | +2.7% | -2.1% |
| 30D | +16.6% | -19.7% | +36.4% | +15.7% |
| 3M | +0.9% | +21.2% | -20.3% | +1.9% |
| 6M | +1.5% | +123.1% | -121.6% | +3.8% |
| YTD | -8.3% | +110.8% | -119.1% | -5.6% |
| 1Y | -8.1% | +113.0% | -121.1% | -6.0% |
| All | -8.1% | +113.6% | -121.7% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling