+148.8%
MPWR vs OKTA
+91.3%
+57.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -13.1% | +13.0% | -26.1% | -16.2% |
| 3M | -21.7% | +43.4% | -65.2% | -29.1% |
| 6M | +19.5% | +107.6% | -88.1% | -6.2% |
| YTD | +34.9% | +93.8% | -58.9% | +7.3% |
| 1Y | +42.0% | +80.8% | -38.9% | +16.0% |
| 3Y | +148.8% | +91.8% | +57.0% | +90.7% |
| All | +148.8% | +91.3% | +57.5% | +90.7% |
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 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