-1.5%
MCD vs OKTA
+91.3%
-92.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -6.1% | +13.0% | -19.1% | -6.1% |
| 3M | -7.3% | +43.4% | -50.7% | -7.5% |
| 6M | -20.9% | +107.6% | -128.6% | -21.7% |
| YTD | -14.7% | +93.8% | -108.5% | -15.3% |
| 1Y | -16.1% | +80.8% | -96.9% | -16.6% |
| 3Y | -1.5% | +91.8% | -93.3% | -4.2% |
| All | -1.5% | +91.3% | -92.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling