+149.0%
OKTA vs MLM
+18.7%
+130.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -19.0% | -4.1% | -14.9% | -18.1% |
| 30D | -22.6% | +8.2% | -30.8% | -24.3% |
| 3M | +17.5% | -3.6% | +21.1% | +18.7% |
| 6M | +117.8% | -15.6% | +133.4% | +127.9% |
| YTD | +95.1% | -16.4% | +111.5% | +100.7% |
| 1Y | +96.4% | -14.3% | +110.8% | +99.3% |
| 3Y | +149.0% | +19.3% | +129.6% | +118.1% |
| All | +149.0% | +18.7% | +130.2% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling