+489.3%
MTZ vs OKTA
+618.3%
-129.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +2.6% | -4.2% | -2.0% |
| 30D | -11.1% | +16.0% | -27.1% | -13.4% |
| 3M | -36.7% | +38.2% | -74.9% | -39.9% |
| 6M | -21.9% | +137.8% | -159.7% | -32.9% |
| YTD | +9.1% | +97.3% | -88.2% | -3.8% |
| 1Y | +30.0% | +90.1% | -60.1% | +15.1% |
| 3Y | +138.5% | +98.0% | +40.5% | +106.4% |
| 5Y | +158.3% | -36.9% | +195.3% | +151.7% |
| All | +489.3% | +618.3% | -129.0% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling