+278.6%
MNST vs OKTA
+601.1%
-322.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.0% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -5.6% | +13.0% | -18.6% | -7.3% |
| 3M | -5.7% | +41.7% | -47.4% | -9.9% |
| 6M | +12.0% | +105.9% | -94.0% | +1.3% |
| YTD | +13.2% | +92.6% | -79.3% | +2.8% |
| 1Y | +36.1% | +81.1% | -45.0% | +24.3% |
| 3Y | +52.9% | +84.8% | -32.0% | +35.6% |
| 5Y | +81.0% | -34.4% | +115.4% | +78.6% |
| All | +278.6% | +601.1% | -322.4% | +172.0% |
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