+634.8%
OKTA vs MKC
+23.2%
+611.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +5.9% | -4.3% | +10.2% | +6.9% |
| 30D | +14.6% | -3.1% | +17.7% | +15.2% |
| 3M | +44.0% | +6.8% | +37.2% | +41.0% |
| 6M | +116.7% | -18.3% | +135.1% | +126.4% |
| YTD | +99.8% | -23.1% | +122.8% | +111.2% |
| 1Y | +84.1% | -23.7% | +107.7% | +94.5% |
| 3Y | +97.7% | -31.0% | +128.7% | +112.2% |
| 5Y | -35.2% | -33.5% | -1.6% | -31.3% |
| All | +634.8% | +23.2% | +611.6% | +558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling