+31.8%
MCK vs OKTA
+90.9%
-59.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.4% |
| 7D | +1.7% | +2.6% | -0.9% | +2.0% |
| 30D | +3.6% | +16.0% | -12.4% | +5.0% |
| 3M | +20.1% | +38.2% | -18.1% | +23.8% |
| 6M | -7.0% | +137.8% | -144.8% | +1.6% |
| YTD | +11.0% | +97.3% | -86.3% | +19.7% |
| 1Y | +31.8% | +90.1% | -58.3% | +42.4% |
| All | +31.8% | +90.9% | -59.0% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling