+960.0%
MPC vs OKTA
+627.3%
+332.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | +3.2% | +5.9% | -2.7% | +2.6% |
| 30D | +25.0% | +14.6% | +10.5% | +22.7% |
| 3M | +55.2% | +44.0% | +11.2% | +48.4% |
| 6M | +86.4% | +116.7% | -30.3% | +69.0% |
| YTD | +148.5% | +99.8% | +48.7% | +126.6% |
| 1Y | +121.7% | +84.1% | +37.6% | +103.8% |
| 3Y | +172.9% | +97.7% | +75.2% | +144.0% |
| 5Y | +679.9% | -35.2% | +715.1% | +662.3% |
| All | +960.0% | +627.3% | +332.7% | +574.9% |
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