+114.4%
AKAM vs MDB
+986.0%
-871.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +5.4% | -4.5% | +9.9% | +6.1% |
| 30D | -5.9% | -14.0% | +8.1% | -4.0% |
| 3M | -19.6% | +5.3% | -25.0% | -20.8% |
| 6M | +8.5% | +31.9% | -23.4% | +2.5% |
| YTD | +26.9% | -14.6% | +41.5% | +27.0% |
| 1Y | +41.7% | +8.2% | +33.5% | +35.9% |
| 3Y | +5.8% | -5.0% | +10.8% | -2.0% |
| 5Y | -2.3% | -24.5% | +22.2% | -13.4% |
| All | +114.4% | +986.0% | -871.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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