+84.8%
OKTA vs MCO
+42.6%
+42.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.6% |
| 7D | -2.4% | -3.8% | +1.4% | -0.4% |
| 30D | +13.0% | -0.4% | +13.4% | +12.7% |
| 3M | +41.7% | +7.7% | +34.0% | +34.3% |
| 6M | +105.9% | +7.0% | +98.9% | +96.9% |
| YTD | +92.6% | -6.4% | +99.0% | +97.4% |
| 1Y | +81.1% | -7.6% | +88.7% | +86.2% |
| 3Y | +84.8% | +43.2% | +41.6% | +53.0% |
| All | +84.8% | +42.6% | +42.2% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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