+101.1%
AKAM vs MET
+249.3%
-148.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -13.0% | +0.5% | -13.5% | -13.2% |
| 3M | -19.4% | +11.6% | -31.0% | -22.2% |
| 6M | +0.3% | +40.8% | -40.5% | -9.8% |
| YTD | +22.4% | +25.7% | -3.3% | +13.4% |
| 1Y | +34.8% | +24.4% | +10.5% | +25.1% |
| 3Y | +1.9% | +67.5% | -65.5% | -13.4% |
| 5Y | -4.6% | +85.8% | -90.4% | -22.1% |
| All | +101.1% | +249.3% | -148.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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