+354.1%
MTZ vs OKTA
+670.0%
-315.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | +8.4% | -3.4% | +3.9% |
| 30D | -6.0% | -13.7% | +7.7% | -4.6% |
| 3M | -36.1% | +18.0% | -54.1% | -38.4% |
| 6M | -56.9% | +133.8% | -190.7% | -62.8% |
| YTD | -15.9% | +111.5% | -127.4% | -27.1% |
| 1Y | -3.8% | +118.3% | -122.2% | -17.1% |
| 3Y | +272.3% | +168.0% | +104.2% | +207.3% |
| 5Y | +91.1% | -30.1% | +121.1% | +82.3% |
| All | +354.1% | +670.0% | -315.9% | +149.7% |
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 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