+46.1%
MDT vs OKTA
+627.3%
-581.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.8% |
| 7D | -0.3% | +5.9% | -6.2% | -0.7% |
| 30D | +2.8% | +14.6% | -11.8% | +1.3% |
| 3M | +13.1% | +44.0% | -30.9% | +9.2% |
| 6M | +2.3% | +116.7% | -114.4% | -5.6% |
| YTD | -2.7% | +99.8% | -102.5% | -9.8% |
| 1Y | +0.9% | +84.1% | -83.2% | -5.9% |
| 3Y | +26.8% | +97.7% | -70.9% | +14.9% |
| 5Y | -19.5% | -35.2% | +15.7% | -20.2% |
| All | +46.1% | +627.3% | -581.3% | +2.6% |
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