+89.8%
MDLZ vs OKTA
+647.7%
-557.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.6% | +0.4% |
| 7D | +0.1% | -3.9% | +4.0% | +0.2% |
| 30D | +10.0% | -23.5% | +33.5% | +11.0% |
| 3M | +7.1% | +19.7% | -12.7% | +5.7% |
| 6M | +9.8% | +111.6% | -101.8% | +4.8% |
| YTD | +26.6% | +105.4% | -78.7% | +20.6% |
| 1Y | +20.3% | +108.4% | -88.1% | +14.5% |
| 3Y | +5.4% | +167.8% | -162.4% | -3.1% |
| 5Y | +22.2% | -33.8% | +56.0% | +21.7% |
| All | +89.8% | +647.7% | -557.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling