+160.9%
MMM vs OKTA
+171.4%
-10.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.8% | +6.6% | -7.5% | -1.1% |
| 30D | +14.4% | -19.4% | +33.8% | +15.2% |
| 3M | +1.8% | +23.9% | -22.1% | +0.4% |
| 6M | +31.3% | +130.9% | -99.6% | +23.0% |
| YTD | +18.0% | +111.1% | -93.1% | +11.2% |
| 1Y | +10.9% | +115.5% | -104.7% | +4.2% |
| All | +160.9% | +171.4% | -10.5% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling