+612.9%
OKTA vs MUB
+20.8%
+592.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +1.1% |
| 30D | +13.0% | -1.5% | +14.5% | +15.5% |
| 3M | +43.4% | -1.9% | +45.4% | +47.6% |
| 6M | +107.6% | -1.7% | +109.3% | +113.2% |
| YTD | +93.8% | -0.8% | +94.6% | +96.5% |
| 1Y | +80.8% | +1.5% | +79.3% | +77.8% |
| 3Y | +91.8% | +8.8% | +83.0% | +70.8% |
| 5Y | -36.4% | +2.0% | -38.4% | -39.8% |
| All | +612.9% | +20.8% | +592.1% | +623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling