+254.1%
MP vs OKTA
-15.5%
+269.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +5.3% |
| 7D | -10.5% | -19.0% | +8.5% | -5.8% |
| 30D | -23.5% | -22.6% | -0.9% | -18.7% |
| 3M | -25.4% | +17.5% | -43.0% | -29.9% |
| 6M | -51.3% | +117.8% | -169.1% | -62.2% |
| YTD | -29.9% | +95.1% | -125.0% | -44.6% |
| 1Y | -31.8% | +96.4% | -128.3% | -46.3% |
| 3Y | +127.0% | +149.0% | -22.0% | +55.1% |
| 5Y | -3.3% | -33.8% | +30.5% | -2.5% |
| All | +254.1% | -15.5% | +269.6% | +260.4% |
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