+119.7%
OKTA vs MXL
+276.5%
-156.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.9% | +1.0% |
| 7D | -14.2% | -24.3% | +10.1% | -13.6% |
| 30D | -12.5% | -46.1% | +33.6% | -11.8% |
| 3M | +29.2% | -21.8% | +51.1% | +29.9% |
| 6M | +147.3% | -27.2% | +174.6% | +146.6% |
| YTD | +120.9% | +226.2% | -105.2% | +90.0% |
| 1Y | +119.7% | +297.0% | -177.3% | +74.8% |
| All | +119.7% | +276.5% | -156.8% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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