+24.9%
AKAM vs MLM
+185.4%
-160.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.6% | +7.1% |
| 7D | -10.4% | -4.1% | -6.3% | -9.6% |
| 30D | -20.6% | +8.2% | -28.7% | -21.9% |
| 3M | -29.9% | -3.6% | -26.3% | -29.5% |
| 6M | -31.9% | -15.6% | -16.3% | -29.9% |
| YTD | -4.8% | -16.4% | +11.7% | -2.1% |
| 1Y | +13.8% | -14.3% | +28.2% | +16.3% |
| 3Y | -23.4% | +19.3% | -42.7% | -27.0% |
| 5Y | -22.6% | +29.6% | -52.1% | -28.4% |
| All | +24.9% | +185.4% | -160.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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