+76.8%
MDLZ vs OKTA
+601.1%
-524.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +0.4% | +13.0% | -12.6% | -0.3% |
| 3M | -0.6% | +41.7% | -42.3% | -2.6% |
| 6M | +14.7% | +105.9% | -91.2% | +9.7% |
| YTD | +18.0% | +92.6% | -74.6% | +13.1% |
| 1Y | +4.1% | +81.1% | -76.9% | +0.1% |
| 3Y | -4.6% | +84.8% | -89.4% | -9.8% |
| 5Y | +18.4% | -34.4% | +52.8% | +17.9% |
| All | +76.8% | +601.1% | -524.3% | +43.0% |
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 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