+1,000.4%
MPC vs OKTA
+670.0%
+330.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +11.2% | +8.4% | +2.8% | +10.4% |
| 30D | -14.5% | -13.7% | -0.8% | -13.5% |
| 3M | +16.7% | +18.0% | -1.3% | +13.6% |
| 6M | +67.6% | +133.8% | -66.3% | +50.4% |
| YTD | +157.9% | +111.5% | +46.4% | +132.7% |
| 1Y | +116.7% | +118.3% | -1.7% | +94.6% |
| 3Y | +199.8% | +168.0% | +31.7% | +158.5% |
| 5Y | +604.4% | -30.1% | +634.5% | +580.2% |
| All | +1,000.4% | +670.0% | +330.4% | +593.0% |
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 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