+0.7%
MCHP vs OKTA
+90.2%
-89.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -6.0% | +13.0% | -19.1% | -9.5% |
| 3M | -19.7% | +41.7% | -61.4% | -26.9% |
| 6M | +14.0% | +105.9% | -91.9% | -9.1% |
| YTD | +18.4% | +92.6% | -74.1% | -4.3% |
| 1Y | +17.1% | +81.1% | -63.9% | -3.3% |
| 3Y | +0.7% | +84.8% | -84.1% | -20.2% |
| All | +0.7% | +90.2% | -89.5% | -20.2% |
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