+26.4%
AKAM vs MLM
+149.0%
-122.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -3.3% | -2.9% | -0.4% | -2.7% |
| 30D | -21.7% | +10.4% | -32.2% | -23.4% |
| 3M | -28.8% | -3.7% | -25.1% | -28.4% |
| 6M | -43.3% | -10.3% | -33.1% | -42.4% |
| YTD | -4.1% | -14.8% | +10.7% | -1.8% |
| 1Y | -3.9% | -13.9% | +10.0% | -1.9% |
| 3Y | -24.4% | +18.4% | -42.8% | -28.0% |
| 5Y | -23.8% | +31.8% | -55.6% | -29.9% |
| 10Y | +26.4% | +143.4% | -117.0% | -1.2% |
| All | +26.4% | +149.0% | -122.6% | -1.2% |
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