+5.3%
MDLZ vs OKTA
+171.0%
-165.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.3% |
| 7D | -1.0% | -4.6% | +3.6% | -1.2% |
| 30D | +7.9% | -19.7% | +27.7% | +7.2% |
| 3M | +8.9% | +21.2% | -12.3% | +9.8% |
| 6M | +10.5% | +123.1% | -112.6% | +13.3% |
| YTD | +27.1% | +110.8% | -83.6% | +30.7% |
| 1Y | +20.9% | +113.0% | -92.0% | +24.3% |
| All | +5.3% | +171.0% | -165.7% | +8.2% |
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