+217.5%
AKAM vs MTUM
+595.4%
-377.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -1.8% |
| 7D | +0.6% | +1.2% | -0.7% | -0.3% |
| 30D | -8.2% | -1.7% | -6.5% | -6.9% |
| 3M | -17.6% | -0.5% | -17.1% | -18.0% |
| 6M | +2.5% | +22.3% | -19.8% | -12.0% |
| YTD | +22.8% | +21.4% | +1.4% | +5.6% |
| 1Y | +39.6% | +20.0% | +19.6% | +20.8% |
| 3Y | +2.3% | +113.0% | -110.6% | -43.2% |
| 5Y | -4.3% | +77.3% | -81.6% | -39.8% |
| 10Y | +104.1% | +350.5% | -246.4% | -52.2% |
| All | +217.5% | +595.4% | -377.9% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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