+678.6%
MPC vs OKTA
-36.4%
+714.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +2.4% |
| 7D | +3.9% | +0.7% | +3.2% | +3.8% |
| 30D | +33.8% | +13.0% | +20.8% | +32.0% |
| 3M | +49.9% | +43.4% | +6.4% | +44.8% |
| 6M | +80.9% | +107.6% | -26.7% | +68.1% |
| YTD | +147.4% | +93.8% | +53.6% | +130.7% |
| 1Y | +123.2% | +80.8% | +42.4% | +109.2% |
| 3Y | +171.7% | +91.8% | +79.9% | +150.2% |
| 5Y | +678.6% | -36.4% | +715.0% | +660.7% |
| All | +678.6% | -36.4% | +714.9% | +660.7% |
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