+119.7%
OKTA vs MULL
+444.9%
-325.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.8% | +14.5% | +1.3% |
| 7D | -14.2% | -35.9% | +21.7% | -12.8% |
| 30D | -12.5% | -47.3% | +34.9% | -10.8% |
| 3M | +29.2% | -30.6% | +59.8% | +30.4% |
| 6M | +147.3% | +13.7% | +133.6% | +146.4% |
| YTD | +120.9% | +272.1% | -151.2% | +116.4% |
| 1Y | +119.7% | +475.1% | -355.4% | +108.8% |
| All | +119.7% | +444.9% | -325.2% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling