+476.9%
MTZ vs OKTA
+620.5%
-143.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -14.8% | +13.8% | -28.7% | -16.8% |
| 3M | -30.8% | +48.9% | -79.7% | -35.0% |
| 6M | -22.6% | +114.9% | -137.6% | -32.3% |
| YTD | +6.8% | +97.9% | -91.1% | -5.9% |
| 1Y | +22.1% | +89.7% | -67.5% | +8.3% |
| 3Y | +153.1% | +95.8% | +57.3% | +119.4% |
| 5Y | +161.4% | -32.6% | +194.1% | +152.0% |
| All | +476.9% | +620.5% | -143.6% | +222.6% |
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