+443.0%
MP vs OKTA
-13.5%
+456.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.7% |
| 7D | -0.7% | +5.9% | -6.6% | -2.3% |
| 30D | -0.7% | +14.6% | -15.2% | -5.3% |
| 3M | 0.0% | +44.0% | -44.0% | -10.7% |
| 6M | -10.0% | +116.7% | -126.7% | -30.0% |
| YTD | +7.5% | +99.8% | -92.3% | -15.0% |
| 1Y | -14.0% | +84.1% | -98.1% | -30.5% |
| 3Y | +153.5% | +97.7% | +55.8% | +87.8% |
| 5Y | +62.7% | -35.2% | +97.9% | +66.1% |
| All | +443.0% | -13.5% | +456.5% | +453.2% |
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