+58.1%
MP vs OKTA
-36.5%
+94.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -2.9% | +2.6% | -5.5% | -3.6% |
| 30D | +13.8% | +16.0% | -2.2% | +8.4% |
| 3M | -16.7% | +38.2% | -54.9% | -24.5% |
| 6M | -11.5% | +137.8% | -149.3% | -32.8% |
| YTD | +7.9% | +97.3% | -89.4% | -13.7% |
| 1Y | -15.0% | +90.1% | -105.1% | -31.5% |
| 3Y | +153.5% | +98.0% | +55.5% | +88.7% |
| All | +58.1% | -36.5% | +94.7% | +77.5% |
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