-14.3%
MTZ vs OKTA
+114.8%
-129.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.7% | -16.1% | -15.4% |
| 7D | -7.4% | -14.2% | +6.8% | -8.0% |
| 30D | -23.6% | -12.5% | -11.1% | -23.9% |
| 3M | -38.3% | +29.2% | -67.6% | -37.7% |
| 6M | -60.6% | +147.3% | -207.9% | -58.1% |
| YTD | -22.9% | +120.9% | -143.8% | -17.4% |
| 1Y | -14.3% | +119.7% | -133.9% | -7.4% |
| All | -14.3% | +114.8% | -129.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling