+359.9%
MTZ vs OKTA
+668.6%
-308.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +16.5% | +6.6% | +9.8% | +15.5% |
| 30D | -10.2% | -19.4% | +9.2% | -8.0% |
| 3M | -34.2% | +23.9% | -58.1% | -36.9% |
| 6M | -56.0% | +130.9% | -186.8% | -61.9% |
| YTD | -14.8% | +111.1% | -125.9% | -26.2% |
| 1Y | -7.2% | +115.5% | -122.8% | -19.9% |
| 3Y | +275.8% | +169.4% | +106.4% | +210.0% |
| 5Y | +93.5% | -30.2% | +123.7% | +84.7% |
| All | +359.9% | +668.6% | -308.7% | +153.0% |
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