+627.8%
OKTA vs MTCH
+175.5%
+452.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.3% |
| 7D | +0.4% | -1.4% | +1.8% | +1.0% |
| 30D | +13.8% | +13.6% | +0.2% | +7.2% |
| 3M | +48.9% | +22.4% | +26.5% | +35.2% |
| 6M | +114.9% | +37.2% | +77.8% | +86.3% |
| YTD | +97.9% | +31.8% | +66.1% | +74.3% |
| 1Y | +89.7% | +12.9% | +76.8% | +77.9% |
| 3Y | +95.8% | -1.1% | +96.9% | +84.1% |
| 5Y | -32.6% | -73.5% | +40.9% | +6.7% |
| All | +627.8% | +175.5% | +452.3% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling