+2,396.1%
MUU vs OKTA
+117.6%
+2,278.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.1% |
| 7D | -8.2% | -2.4% | -5.8% | -7.2% |
| 30D | +10.2% | +13.0% | -2.9% | +2.1% |
| 3M | -26.5% | +41.7% | -68.2% | -40.3% |
| 6M | +227.2% | +105.9% | +121.3% | +108.7% |
| YTD | +527.4% | +92.6% | +434.9% | +308.0% |
| 1Y | +1,843.7% | +81.1% | +1,762.6% | +1,253.6% |
| All | +2,396.1% | +117.6% | +2,278.5% | +1,355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling