+612.9%
OKTA vs MTB
+106.2%
+506.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.7% | +2.8% | -2.1% | +0.3% |
| 30D | +13.0% | -4.2% | +17.2% | +13.7% |
| 3M | +43.4% | +7.8% | +35.6% | +41.5% |
| 6M | +107.6% | +14.8% | +92.8% | +102.5% |
| YTD | +93.8% | +20.8% | +73.0% | +87.4% |
| 1Y | +80.8% | +23.1% | +57.7% | +74.3% |
| 3Y | +91.8% | +114.8% | -23.0% | +69.7% |
| 5Y | -36.4% | +103.3% | -139.7% | -42.5% |
| All | +612.9% | +106.2% | +506.6% | +585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling