+84.8%
OKTA vs MTUM
+114.7%
-29.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.9% |
| 30D | +13.0% | -2.4% | +15.5% | +14.8% |
| 3M | +41.7% | -3.6% | +45.3% | +43.0% |
| 6M | +105.9% | +23.7% | +82.3% | +66.6% |
| YTD | +92.6% | +22.9% | +69.6% | +56.0% |
| 1Y | +81.1% | +21.8% | +59.3% | +48.0% |
| 3Y | +84.8% | +114.4% | -29.6% | -22.5% |
| All | +84.8% | +114.7% | -29.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling