-26.2%
AKAM vs MRSH
+728.7%
-754.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.4% |
| 7D | +0.6% | -5.9% | +6.5% | +4.2% |
| 30D | -8.2% | -7.3% | -0.9% | -4.3% |
| 3M | -17.6% | +6.7% | -24.2% | -21.9% |
| 6M | +2.5% | +3.0% | -0.5% | -1.5% |
| YTD | +22.8% | -2.9% | +25.7% | +21.0% |
| 1Y | +39.6% | -9.0% | +48.6% | +42.5% |
| 3Y | +2.3% | -4.3% | +6.7% | 0.0% |
| 5Y | -4.3% | +19.4% | -23.7% | -19.9% |
| 10Y | +104.1% | +218.1% | -114.0% | -15.0% |
| All | -26.2% | +728.7% | -754.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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