+675.2%
OKTA vs MLM
+156.9%
+518.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -4.6% | -5.8% | +1.2% | -2.4% |
| 30D | -19.7% | +9.8% | -29.6% | -22.6% |
| 3M | +21.2% | -5.2% | +26.4% | +22.9% |
| 6M | +123.1% | -10.3% | +133.4% | +129.1% |
| YTD | +110.8% | -15.5% | +126.2% | +118.6% |
| 1Y | +113.0% | -15.0% | +128.0% | +120.4% |
| 3Y | +168.9% | +17.5% | +151.5% | +143.7% |
| 5Y | -28.7% | +30.5% | -59.2% | -38.6% |
| All | +675.2% | +156.9% | +518.3% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling