+37.5%
MTZ vs OKTA
+87.1%
-49.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.2% |
| 7D | +2.3% | +5.9% | -3.6% | +2.4% |
| 30D | -10.3% | +14.6% | -24.9% | -10.2% |
| 3M | -31.8% | +44.0% | -75.8% | -30.9% |
| 6M | -19.2% | +116.7% | -135.9% | -15.8% |
| YTD | +10.7% | +99.8% | -89.0% | +16.3% |
| 1Y | +37.5% | +84.1% | -46.5% | +46.5% |
| All | +37.5% | +87.1% | -49.6% | +46.5% |
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