+1,065.8%
MDB vs OKTA
+522.2%
+543.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +5.0% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | -14.9% | +13.8% | -28.7% | -24.4% |
| 3M | +7.3% | +48.9% | -41.5% | -21.8% |
| 6M | +38.2% | +114.9% | -76.8% | -26.8% |
| YTD | -10.9% | +97.9% | -108.8% | -49.7% |
| 1Y | +11.6% | +89.7% | -78.0% | -35.2% |
| 3Y | -0.9% | +95.8% | -96.7% | -50.8% |
| 5Y | -23.5% | -32.6% | +9.1% | -16.5% |
| All | +1,065.8% | +522.2% | +543.6% | +272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling