+933.7%
MPC vs OKTA
+651.0%
+282.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -8.8% | -6.0% | -2.9% | -8.3% |
| 30D | -14.4% | -23.2% | +8.8% | -12.4% |
| 3M | +21.9% | +18.3% | +3.6% | +18.7% |
| 6M | +60.1% | +112.6% | -52.5% | +45.2% |
| YTD | +142.3% | +106.3% | +36.0% | +119.2% |
| 1Y | +101.7% | +108.0% | -6.3% | +82.1% |
| 3Y | +184.8% | +163.2% | +21.6% | +146.0% |
| 5Y | +564.6% | -30.9% | +595.5% | +542.1% |
| All | +933.7% | +651.0% | +282.8% | +552.6% |
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