+942.1%
MDB vs OKTA
+565.0%
+377.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +6.8% | +8.4% | -1.6% | +0.9% |
| 30D | -6.2% | -13.7% | +7.5% | +3.7% |
| 3M | -29.2% | +18.0% | -47.3% | -39.8% |
| 6M | +10.3% | +133.8% | -123.6% | -45.4% |
| YTD | -20.4% | +111.5% | -131.9% | -57.8% |
| 1Y | -4.8% | +118.3% | -123.2% | -50.7% |
| 3Y | -11.6% | +168.0% | -179.6% | -65.8% |
| 5Y | -41.0% | -30.1% | -11.0% | -38.2% |
| All | +942.1% | +565.0% | +377.1% | +212.2% |
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 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