+146.4%
MCD vs OKTA
+618.3%
-471.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +2.6% | -5.5% | -3.0% |
| 30D | -6.0% | +16.0% | -22.0% | -7.0% |
| 3M | -5.6% | +38.2% | -43.7% | -7.6% |
| 6M | -21.9% | +137.8% | -159.7% | -26.5% |
| YTD | -14.7% | +97.3% | -112.0% | -18.9% |
| 1Y | -17.3% | +90.1% | -107.4% | -21.2% |
| 3Y | -2.2% | +98.0% | -100.2% | -8.6% |
| 5Y | +20.3% | -36.9% | +57.2% | +21.3% |
| All | +146.4% | +618.3% | -471.9% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling