+627.8%
OKTA vs MCO
+351.3%
+276.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.2% |
| 7D | +0.4% | -7.3% | +7.7% | +6.1% |
| 30D | +13.8% | -1.7% | +15.5% | +14.8% |
| 3M | +48.9% | +3.9% | +45.0% | +43.1% |
| 6M | +114.9% | +3.8% | +111.1% | +108.0% |
| YTD | +97.9% | -7.9% | +105.8% | +107.8% |
| 1Y | +89.7% | -6.8% | +96.5% | +95.9% |
| 3Y | +95.8% | +40.9% | +54.9% | +42.9% |
| 5Y | -32.6% | +27.5% | -60.1% | -47.0% |
| All | +627.8% | +351.3% | +276.5% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling