+2,683.6%
MUU vs OKTA
+125.7%
+2,557.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.2% |
| 7D | +15.0% | +5.9% | +9.2% | +12.2% |
| 30D | +36.8% | +14.6% | +22.2% | +26.2% |
| 3M | -8.5% | +44.0% | -52.5% | -25.8% |
| 6M | +320.7% | +116.7% | +204.0% | +161.3% |
| YTD | +599.7% | +99.8% | +499.9% | +347.5% |
| 1Y | +2,569.2% | +84.1% | +2,485.1% | +1,757.3% |
| All | +2,683.6% | +125.7% | +2,557.9% | +1,496.5% |
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 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