-22.4%
AKAM vs MLM
+28.3%
-50.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +11.2% | -2.0% | +13.2% | +11.8% |
| 30D | -13.4% | +9.5% | -22.9% | -15.8% |
| 3M | -29.5% | -4.7% | -24.8% | -28.6% |
| 6M | -42.1% | -10.7% | -31.4% | -40.7% |
| YTD | -0.8% | -16.6% | +15.8% | +3.1% |
| 1Y | -3.9% | -15.4% | +11.5% | -0.8% |
| 3Y | -21.9% | +15.9% | -37.8% | -28.5% |
| 5Y | -22.4% | +27.1% | -49.5% | -33.4% |
| All | -22.4% | +28.3% | -50.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling