+655.3%
OKTA vs MLM
+160.3%
+495.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.4% |
| 7D | -3.9% | -3.8% | -0.1% | -2.5% |
| 30D | -23.5% | +11.0% | -34.5% | -26.5% |
| 3M | +19.7% | -3.1% | +22.8% | +20.4% |
| 6M | +111.6% | -9.8% | +121.4% | +117.0% |
| YTD | +105.4% | -14.4% | +119.7% | +112.1% |
| 1Y | +108.4% | -12.6% | +120.9% | +113.4% |
| 3Y | +167.8% | +19.7% | +148.1% | +141.1% |
| 5Y | -33.8% | +29.8% | -63.6% | -43.1% |
| All | +655.3% | +160.3% | +495.0% | +409.3% |
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