+166.4%
MTZ vs OKTA
-36.4%
+202.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | -9.6% | +13.0% | -22.6% | -11.4% |
| 3M | -31.9% | +43.4% | -75.4% | -35.4% |
| 6M | -13.8% | +107.6% | -121.4% | -23.4% |
| YTD | +13.3% | +93.8% | -80.6% | +1.2% |
| 1Y | +39.3% | +80.8% | -41.6% | +25.8% |
| 3Y | +168.3% | +91.8% | +76.5% | +136.9% |
| 5Y | +166.4% | -36.4% | +202.8% | +148.2% |
| All | +166.4% | -36.4% | +202.8% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling