-36.4%
OKTA vs MLM
+43.0%
-79.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.4% |
| 7D | +0.7% | +1.4% | -0.7% | -0.2% |
| 30D | +13.0% | -6.5% | +19.5% | +17.3% |
| 3M | +43.4% | -7.4% | +50.9% | +47.8% |
| 6M | +107.6% | -15.8% | +123.4% | +124.8% |
| YTD | +93.8% | -17.4% | +111.2% | +108.5% |
| 1Y | +80.8% | -17.9% | +98.7% | +94.6% |
| 3Y | +91.8% | +18.9% | +72.9% | +46.8% |
| 5Y | -36.4% | +43.4% | -79.8% | -57.9% |
| All | -36.4% | +43.0% | -79.4% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling