-33.3%
OKTA vs MTB
+104.1%
-137.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.8% |
| 3M | +41.7% | +6.0% | +35.8% | +38.5% |
| 6M | +105.9% | +19.6% | +86.3% | +92.6% |
| YTD | +92.6% | +21.5% | +71.1% | +78.8% |
| 1Y | +81.1% | +24.7% | +56.4% | +66.5% |
| 3Y | +84.8% | +108.6% | -23.7% | +38.9% |
| All | -33.3% | +104.1% | -137.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling