-20.7%
MDLN vs OKTA
+84.4%
-105.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | -11.1% | -2.4% | -8.7% | -11.1% |
| 30D | -8.4% | +13.0% | -21.4% | -8.5% |
| 3M | -12.4% | +41.7% | -54.1% | -12.7% |
| 6M | -23.3% | +105.9% | -129.2% | -24.0% |
| YTD | -22.5% | +92.6% | -115.1% | -22.9% |
| All | -20.7% | +84.4% | -105.0% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling