-33.3%
OKTA vs MCO
+28.6%
-61.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -4.0% |
| 7D | -2.4% | -3.8% | +1.4% | +0.5% |
| 30D | +13.0% | -0.4% | +13.4% | +12.7% |
| 3M | +41.7% | +7.7% | +34.0% | +31.5% |
| 6M | +105.9% | +7.0% | +98.9% | +93.3% |
| YTD | +92.6% | -6.4% | +99.0% | +100.1% |
| 1Y | +81.1% | -7.6% | +88.7% | +88.7% |
| 3Y | +84.8% | +43.2% | +41.6% | +21.0% |
| All | -33.3% | +28.6% | -61.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling