+101.1%
AKAM vs MKC
+29.9%
+71.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.5% | -1.5% | +3.0% | +1.9% |
| 30D | -13.0% | -3.1% | -9.9% | -12.5% |
| 3M | -19.4% | +5.2% | -24.6% | -20.9% |
| 6M | +0.3% | -12.8% | +13.1% | +3.2% |
| YTD | +22.4% | -23.3% | +45.7% | +30.5% |
| 1Y | +34.8% | -24.1% | +58.9% | +44.0% |
| 3Y | +1.9% | -32.1% | +34.1% | +11.6% |
| 5Y | -4.6% | -32.8% | +28.2% | +2.9% |
| All | +101.1% | +29.9% | +71.3% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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