+78.2%
MNST vs OKTA
-36.4%
+114.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.1% |
| 30D | -4.5% | +13.0% | -17.5% | -5.6% |
| 3M | -2.5% | +43.4% | -45.9% | -5.7% |
| 6M | +14.1% | +107.6% | -93.5% | +6.0% |
| YTD | +12.6% | +93.8% | -81.3% | +4.9% |
| 1Y | +36.9% | +80.8% | -43.9% | +28.3% |
| 3Y | +53.1% | +91.8% | -38.7% | +39.6% |
| 5Y | +78.2% | -36.4% | +114.6% | +86.5% |
| All | +78.2% | -36.4% | +114.6% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling