+625.6%
OKTA vs MLM
+152.3%
+473.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +2.6% | -2.9% | +5.5% | +3.6% |
| 30D | +16.0% | -6.8% | +22.8% | +18.9% |
| 3M | +38.2% | -11.2% | +49.4% | +43.3% |
| 6M | +137.8% | -21.8% | +159.6% | +156.6% |
| YTD | +97.3% | -17.0% | +114.3% | +106.8% |
| 1Y | +90.1% | -16.4% | +106.5% | +98.5% |
| 3Y | +98.0% | +14.5% | +83.5% | +81.5% |
| 5Y | -36.9% | +41.7% | -78.7% | -46.3% |
| All | +625.6% | +152.3% | +473.3% | +396.7% |
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