+84.8%
OKTA vs MXL
+222.8%
-138.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.5% | -10.2% | -3.3% |
| 7D | -2.4% | +18.9% | -21.3% | -3.8% |
| 30D | +13.0% | +0.3% | +12.7% | +12.6% |
| 3M | +41.7% | -8.0% | +49.7% | +40.1% |
| 6M | +105.9% | +341.2% | -235.3% | +60.2% |
| YTD | +92.6% | +327.8% | -235.3% | +49.6% |
| 1Y | +81.1% | +364.9% | -283.8% | +38.0% |
| 3Y | +84.8% | +229.2% | -144.4% | +45.8% |
| All | +84.8% | +222.8% | -138.0% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling