+2.3%
AKAM vs MKC
-31.7%
+34.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.3% |
| 7D | +0.6% | -2.8% | +3.4% | +0.6% |
| 30D | -8.2% | -3.4% | -4.8% | -8.2% |
| 3M | -17.6% | +3.8% | -21.3% | -17.7% |
| 6M | +2.5% | -17.9% | +20.4% | +5.6% |
| YTD | +22.8% | -23.6% | +46.4% | +27.7% |
| 1Y | +39.6% | -23.1% | +62.7% | +44.7% |
| All | +2.3% | -31.7% | +34.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling