+44.8%
MMM vs OKTA
+618.3%
-573.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | +2.6% | -5.9% | -3.5% |
| 30D | -7.0% | +16.0% | -23.0% | -8.2% |
| 3M | +10.8% | +38.2% | -27.3% | +7.7% |
| 6M | +5.8% | +137.8% | -132.0% | -2.3% |
| YTD | +6.8% | +97.3% | -90.5% | 0.0% |
| 1Y | +10.4% | +90.1% | -79.7% | +3.7% |
| 3Y | +104.7% | +98.0% | +6.7% | +89.2% |
| 5Y | +23.6% | -36.9% | +60.5% | +19.5% |
| All | +44.8% | +618.3% | -573.5% | +3.5% |
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