-18.2%
MDT vs OKTA
-34.5%
+16.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | +0.2% | +13.0% | -12.8% | -0.5% |
| 3M | +14.3% | +41.7% | -27.4% | +12.0% |
| 6M | +4.0% | +105.9% | -101.9% | -0.9% |
| YTD | -3.7% | +92.6% | -96.2% | -7.9% |
| 1Y | -0.4% | +81.1% | -81.4% | -4.4% |
| 3Y | +23.3% | +84.8% | -61.5% | +16.3% |
| All | -18.2% | -34.5% | +16.3% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling