+97.9%
MMM vs OKTA
+97.4%
+0.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -2.0% |
| 7D | -2.6% | +5.9% | -8.5% | -2.9% |
| 30D | -9.3% | +14.6% | -23.9% | -10.1% |
| 3M | +5.6% | +44.0% | -38.4% | +2.8% |
| 6M | +9.5% | +116.7% | -107.3% | +2.1% |
| YTD | +4.1% | +99.8% | -95.6% | -2.2% |
| 1Y | +9.4% | +84.1% | -74.7% | +3.6% |
| All | +97.9% | +97.4% | +0.5% | +83.2% |
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