-27.3%
AKAM vs MKC
+1,027.6%
-1,054.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.8% | -4.3% | +3.6% | +0.7% |
| 30D | -4.5% | -2.0% | -2.5% | -4.0% |
| 3M | -25.6% | +10.0% | -35.6% | -28.6% |
| 6M | +5.7% | -18.5% | +24.3% | +11.6% |
| YTD | +21.0% | -22.4% | +43.5% | +29.3% |
| 1Y | +33.9% | -23.6% | +57.5% | +43.6% |
| 3Y | +0.9% | -30.4% | +31.3% | +9.9% |
| 5Y | -6.9% | -34.2% | +27.3% | +1.9% |
| 10Y | +97.4% | +26.8% | +70.6% | +62.0% |
| All | -27.3% | +1,027.6% | -1,054.8% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling