+608.2%
OKTA vs MTCH
+179.3%
+428.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | +13.0% | +15.9% | -2.8% | +5.6% |
| 3M | +41.7% | +23.3% | +18.4% | +28.3% |
| 6M | +105.9% | +40.1% | +65.8% | +76.9% |
| YTD | +92.6% | +33.6% | +59.0% | +68.6% |
| 1Y | +81.1% | +14.1% | +67.0% | +69.1% |
| 3Y | +84.8% | +1.4% | +83.4% | +71.9% |
| 5Y | -34.4% | -73.1% | +38.7% | +3.2% |
| All | +608.2% | +179.3% | +428.9% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling