+23.4%
MCD vs OKTA
-30.2%
+53.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.6% |
| 7D | -1.9% | -4.6% | +2.7% | -1.9% |
| 30D | +16.6% | -19.7% | +36.4% | +17.0% |
| 3M | +0.9% | +21.2% | -20.3% | +0.4% |
| 6M | +1.5% | +123.1% | -121.6% | -1.0% |
| YTD | -8.3% | +110.8% | -119.1% | -10.6% |
| 1Y | -8.1% | +113.0% | -121.1% | -10.4% |
| 3Y | +10.3% | +168.9% | -158.6% | +5.7% |
| 5Y | +23.4% | -28.7% | +52.1% | +25.6% |
| All | +23.4% | -30.2% | +53.6% | +25.6% |
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