+20.4%
MCD vs OKTA
-36.4%
+56.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -6.1% | +13.0% | -19.1% | -6.4% |
| 3M | -7.3% | +43.4% | -50.7% | -8.1% |
| 6M | -20.9% | +107.6% | -128.6% | -22.7% |
| YTD | -14.7% | +93.8% | -108.5% | -16.4% |
| 1Y | -16.1% | +80.8% | -96.9% | -17.7% |
| 3Y | -1.5% | +91.8% | -93.3% | -4.4% |
| 5Y | +20.4% | -36.4% | +56.8% | +21.3% |
| All | +20.4% | -36.4% | +56.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling