+173.4%
MPC vs OKTA
+97.2%
+76.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +2.6% | +2.8% | +5.2% |
| 30D | +31.0% | +16.0% | +14.9% | +28.9% |
| 3M | +46.0% | +38.2% | +7.9% | +41.4% |
| 6M | +77.3% | +137.8% | -60.5% | +61.2% |
| YTD | +141.9% | +97.3% | +44.6% | +123.9% |
| 1Y | +120.9% | +90.1% | +30.8% | +105.1% |
| All | +173.4% | +97.2% | +76.3% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling