+112.9%
OKTA vs MULL
+2,337.2%
-2,224.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -2.4% | -8.4% | +6.0% | -1.8% |
| 30D | +13.0% | +9.7% | +3.3% | +11.9% |
| 3M | +41.7% | -26.8% | +68.5% | +39.9% |
| 6M | +105.9% | +220.7% | -114.8% | +74.8% |
| YTD | +92.6% | +509.0% | -416.5% | +48.7% |
| 1Y | +81.1% | +1,739.5% | -1,658.5% | +17.0% |
| All | +112.9% | +2,337.2% | -2,224.3% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling