+1,556.6%
MRVL vs OKTA
+601.1%
+955.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.9% |
| 7D | +5.6% | -2.4% | +8.0% | +6.4% |
| 30D | +8.8% | +13.0% | -4.3% | +2.2% |
| 3M | -15.9% | +41.7% | -57.6% | -27.2% |
| 6M | +161.3% | +105.9% | +55.3% | +89.8% |
| YTD | +178.2% | +92.6% | +85.7% | +104.9% |
| 1Y | +255.3% | +81.1% | +174.3% | +167.9% |
| 3Y | +323.1% | +84.8% | +238.3% | +205.2% |
| 5Y | +293.2% | -34.4% | +327.7% | +270.0% |
| All | +1,556.6% | +601.1% | +955.6% | +738.3% |
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