+23.5%
MDLZ vs OKTA
+96.1%
-72.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.4% | +9.6% | -1.6% |
| 7D | +6.9% | -22.9% | +29.7% | +4.8% |
| 30D | +12.1% | -21.7% | +33.8% | +10.3% |
| 3M | +7.7% | +16.4% | -8.7% | +9.0% |
| 6M | +10.8% | +120.1% | -109.4% | +17.9% |
| YTD | +27.4% | +97.9% | -70.6% | +36.1% |
| 1Y | +23.5% | +96.4% | -72.9% | +32.0% |
| All | +23.5% | +96.1% | -72.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling