+282.3%
MNST vs OKTA
+618.3%
-336.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | +2.6% | -9.1% | -6.8% |
| 30D | -7.2% | +16.0% | -23.2% | -9.2% |
| 3M | -1.0% | +38.2% | -39.2% | -5.2% |
| 6M | +11.5% | +137.8% | -126.3% | -0.9% |
| YTD | +14.3% | +97.3% | -83.0% | +3.6% |
| 1Y | +38.1% | +90.1% | -52.0% | +25.5% |
| 3Y | +55.0% | +98.0% | -43.0% | +36.3% |
| 5Y | +79.6% | -36.9% | +116.5% | +78.5% |
| All | +282.3% | +618.3% | -336.0% | +174.0% |
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 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