+81.1%
OKTA vs MXL
+366.1%
-285.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.5% | -10.2% | -2.9% |
| 7D | -2.4% | +18.9% | -21.3% | -2.9% |
| 30D | +13.0% | +0.3% | +12.7% | +12.9% |
| 3M | +41.7% | -8.0% | +49.7% | +41.3% |
| 6M | +105.9% | +341.2% | -235.3% | +72.0% |
| YTD | +92.6% | +327.8% | -235.3% | +59.7% |
| 1Y | +81.1% | +364.9% | -283.8% | +46.4% |
| All | +81.1% | +366.1% | -285.0% | +46.4% |
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