+120.8%
OKTA vs MULL
+2,620.5%
-2,499.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +2.7% |
| 7D | +5.9% | +14.8% | -8.9% | +4.8% |
| 30D | +14.6% | +36.6% | -22.0% | +11.7% |
| 3M | +44.0% | -8.9% | +52.9% | +39.6% |
| 6M | +116.7% | +311.9% | -195.2% | +79.9% |
| YTD | +99.8% | +579.8% | -480.1% | +53.2% |
| 1Y | +84.1% | +2,421.5% | -2,337.5% | +14.5% |
| All | +120.8% | +2,620.5% | -2,499.6% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling