+1,049.8%
MDB vs OKTA
+520.4%
+529.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -17.4% | +2.6% | -20.1% | -18.8% |
| 30D | -2.0% | +16.0% | -18.0% | -14.0% |
| 3M | -3.0% | +38.2% | -41.2% | -25.6% |
| 6M | +48.7% | +137.8% | -89.1% | -27.1% |
| YTD | -12.1% | +97.3% | -109.4% | -50.3% |
| 1Y | +14.5% | +90.1% | -75.6% | -33.7% |
| 3Y | -6.1% | +98.0% | -104.1% | -53.8% |
| 5Y | -27.3% | -36.9% | +9.6% | -16.6% |
| All | +1,049.8% | +520.4% | +529.4% | +268.0% |
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