+84.8%
OKTA vs MKC
-31.4%
+116.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -2.4% | -1.5% | -0.9% | -2.4% |
| 30D | +13.0% | -3.1% | +16.1% | +12.9% |
| 3M | +41.7% | +5.2% | +36.5% | +41.2% |
| 6M | +105.9% | -12.8% | +118.8% | +106.9% |
| YTD | +92.6% | -23.3% | +115.8% | +95.2% |
| 1Y | +81.1% | -24.1% | +105.2% | +83.8% |
| 3Y | +84.8% | -32.1% | +116.9% | +91.6% |
| All | +84.8% | -31.4% | +116.2% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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