-23.7%
AKAM vs MTZ
+1,055.3%
-1,079.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.4% |
| 7D | +5.4% | +2.3% | +3.1% | +4.7% |
| 30D | -5.9% | -10.3% | +4.4% | -3.3% |
| 3M | -19.6% | -31.8% | +12.2% | -12.8% |
| 6M | +8.5% | -19.2% | +27.6% | +12.3% |
| YTD | +26.9% | +10.7% | +16.2% | +20.8% |
| 1Y | +41.7% | +37.5% | +4.2% | +26.8% |
| 3Y | +5.8% | +162.4% | -156.6% | -23.6% |
| 5Y | -2.3% | +166.3% | -168.6% | -32.4% |
| 10Y | +111.0% | +753.2% | -642.2% | -6.7% |
| All | -23.7% | +1,055.3% | -1,079.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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