+90.1%
OKTA vs MTB
+23.4%
+66.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | +1.7% | +0.9% | +2.3% |
| 30D | +16.0% | -4.2% | +20.2% | +17.2% |
| 3M | +38.2% | +8.9% | +29.3% | +34.6% |
| 6M | +137.8% | +10.9% | +126.9% | +129.4% |
| YTD | +97.3% | +21.5% | +75.8% | +82.5% |
| 1Y | +90.1% | +21.9% | +68.2% | +73.9% |
| All | +90.1% | +23.4% | +66.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling