+101.1%
AKAM vs MCO
+393.6%
-292.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | +1.5% | -3.8% | +5.3% | +3.1% |
| 30D | -13.0% | -0.4% | -12.6% | -13.1% |
| 3M | -19.4% | +7.7% | -27.1% | -22.6% |
| 6M | +0.3% | +7.0% | -6.7% | -3.7% |
| YTD | +22.4% | -6.4% | +28.8% | +24.2% |
| 1Y | +34.8% | -7.6% | +42.5% | +37.3% |
| 3Y | +1.9% | +43.2% | -41.3% | -14.8% |
| 5Y | -4.6% | +29.6% | -34.2% | -18.7% |
| All | +101.1% | +393.6% | -292.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling