-29.7%
OKTA vs MUB
+2.5%
-32.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.9% |
| 7D | +8.4% | -1.3% | +9.7% | +11.1% |
| 30D | -13.7% | +2.2% | -15.9% | -17.7% |
| 3M | +18.0% | -1.6% | +19.6% | +22.2% |
| 6M | +133.8% | -1.3% | +135.1% | +140.9% |
| YTD | +111.5% | -0.7% | +112.1% | +115.0% |
| 1Y | +118.3% | -0.2% | +118.5% | +119.9% |
| 3Y | +168.0% | +9.6% | +158.4% | +108.3% |
| All | -29.7% | +2.5% | -32.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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