+81.1%
OKTA vs MTB
+24.6%
+56.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +13.0% | -4.8% | +17.8% | +14.3% |
| 3M | +41.7% | +6.0% | +35.8% | +39.1% |
| 6M | +105.9% | +19.6% | +86.3% | +92.6% |
| YTD | +92.6% | +21.5% | +71.1% | +78.0% |
| 1Y | +81.1% | +24.7% | +56.4% | +63.0% |
| All | +81.1% | +24.6% | +56.4% | +63.0% |
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