+8.0%
MMM vs OKTA
+82.1%
-74.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -10.7% | +13.8% | -24.5% | -10.5% |
| 3M | +4.3% | +48.9% | -44.6% | +4.1% |
| 6M | +5.9% | +114.9% | -109.0% | +4.3% |
| YTD | +3.2% | +97.9% | -94.7% | +3.4% |
| 1Y | +8.0% | +89.7% | -81.7% | +9.6% |
| All | +8.0% | +82.1% | -74.1% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling