+131.0%
MCHP vs OKTA
+620.5%
-489.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -11.1% | +13.8% | -24.9% | -15.1% |
| 3M | -18.1% | +48.9% | -67.0% | -27.3% |
| 6M | +10.8% | +114.9% | -104.2% | -13.7% |
| YTD | +14.2% | +97.9% | -83.6% | -9.7% |
| 1Y | +13.5% | +89.7% | -76.2% | -9.1% |
| 3Y | -2.0% | +95.8% | -97.8% | -24.8% |
| 5Y | +1.4% | -32.6% | +34.0% | -4.2% |
| All | +131.0% | +620.5% | -489.4% | +21.9% |
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