+8.6%
MCD vs OKTA
+171.9%
-163.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +8.4% | -10.1% | -1.6% |
| 30D | +14.1% | -13.7% | +27.8% | +14.0% |
| 3M | +0.6% | +18.0% | -17.4% | +0.7% |
| 6M | 0.0% | +133.8% | -133.8% | -0.7% |
| YTD | -9.3% | +111.5% | -120.8% | -9.8% |
| 1Y | -9.3% | +118.3% | -127.6% | -9.9% |
| 3Y | +8.6% | +168.0% | -159.4% | +5.4% |
| All | +8.6% | +171.9% | -163.3% | +5.4% |
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