+58.4%
MMM vs OKTA
+670.0%
-611.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.4% | +8.4% | -8.8% | -0.9% |
| 30D | +12.1% | -13.7% | +25.9% | +13.0% |
| 3M | +1.4% | +18.0% | -16.6% | -0.4% |
| 6M | +26.6% | +133.8% | -107.3% | +17.2% |
| YTD | +16.8% | +111.5% | -94.7% | +8.6% |
| 1Y | +10.1% | +118.3% | -108.2% | +2.0% |
| 3Y | +158.4% | +168.0% | -9.6% | +132.9% |
| 5Y | +43.1% | -30.1% | +73.2% | +37.1% |
| All | +58.4% | +670.0% | -611.5% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling