+73.5%
MDLZ vs OKTA
+618.3%
-544.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | +2.6% | -4.4% | -1.9% |
| 30D | -2.1% | +16.0% | -18.1% | -2.9% |
| 3M | +1.3% | +38.2% | -36.8% | -0.5% |
| 6M | +6.2% | +137.8% | -131.6% | +0.7% |
| YTD | +15.8% | +97.3% | -81.5% | +10.8% |
| 1Y | +4.1% | +90.1% | -86.0% | -0.2% |
| 3Y | -4.1% | +98.0% | -102.1% | -9.8% |
| 5Y | +13.4% | -36.9% | +50.3% | +13.5% |
| All | +73.5% | +618.3% | -544.8% | +40.2% |
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 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