-4.6%
MDLZ vs OKTA
+97.4%
-102.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.4% |
| 7D | 0.0% | +5.9% | -5.9% | +0.1% |
| 30D | +1.4% | +14.6% | -13.1% | +2.0% |
| 3M | 0.0% | +44.0% | -44.0% | +1.1% |
| 6M | +9.1% | +116.7% | -107.6% | +11.3% |
| YTD | +17.9% | +99.8% | -81.8% | +20.3% |
| 1Y | +3.2% | +84.1% | -80.8% | +5.4% |
| All | -4.6% | +97.4% | -102.0% | -3.4% |
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