+163.7%
MCD vs OKTA
+668.6%
-504.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.6% | +6.6% | -8.2% | -1.9% |
| 30D | +16.0% | -19.4% | +35.5% | +17.1% |
| 3M | 0.0% | +23.9% | -24.0% | -1.7% |
| 6M | +0.9% | +130.9% | -129.9% | -4.9% |
| YTD | -8.7% | +111.1% | -119.8% | -13.8% |
| 1Y | -8.6% | +115.5% | -124.1% | -13.8% |
| 3Y | +9.9% | +169.4% | -159.5% | +0.3% |
| 5Y | +22.6% | -30.2% | +52.8% | +22.5% |
| All | +163.7% | +668.6% | -504.9% | +107.3% |
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 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