-24.5%
MDB vs OKTA
-34.4%
+9.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -1.4% |
| 7D | -4.5% | +5.9% | -10.4% | -8.1% |
| 30D | -14.0% | +14.6% | -28.6% | -23.1% |
| 3M | +5.3% | +44.0% | -38.7% | -19.7% |
| 6M | +31.9% | +116.7% | -84.8% | -27.0% |
| YTD | -14.6% | +99.8% | -114.4% | -49.8% |
| 1Y | +8.2% | +84.1% | -75.8% | -33.0% |
| 3Y | -5.0% | +97.7% | -102.7% | -50.3% |
| 5Y | -24.5% | -35.2% | +10.6% | -1.8% |
| All | -24.5% | -34.4% | +9.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling