-27.5%
AKAM vs MLM
+1,715.9%
-1,743.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -13.9% | -6.8% | -7.1% | -11.3% |
| 3M | -33.8% | -11.2% | -22.6% | -30.9% |
| 6M | +2.2% | -21.8% | +24.0% | +12.5% |
| YTD | +20.6% | -17.0% | +37.6% | +28.4% |
| 1Y | +36.3% | -16.4% | +52.7% | +44.4% |
| 3Y | -0.1% | +14.5% | -14.6% | -10.3% |
| 5Y | -7.5% | +41.7% | -49.3% | -27.4% |
| 10Y | +90.2% | +200.0% | -109.9% | -15.5% |
| All | -27.5% | +1,715.9% | -1,743.4% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling