+617.5%
OKTA vs MLM
+154.0%
+463.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -19.0% | -4.1% | -14.9% | -17.8% |
| 30D | -22.6% | +8.2% | -30.8% | -25.0% |
| 3M | +17.5% | -3.6% | +21.1% | +18.4% |
| 6M | +117.8% | -15.6% | +133.4% | +128.6% |
| YTD | +95.1% | -16.4% | +111.5% | +103.1% |
| 1Y | +96.4% | -14.3% | +110.8% | +102.5% |
| 3Y | +149.0% | +19.3% | +129.6% | +124.2% |
| 5Y | -33.8% | +29.6% | -63.4% | -42.9% |
| All | +617.5% | +154.0% | +463.5% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling