+5.7%
AKAM vs MUB
+8.2%
-2.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.4% |
| 7D | +5.4% | -0.7% | +6.1% | +6.1% |
| 30D | -5.9% | -2.0% | -3.9% | -3.8% |
| 3M | -19.6% | -2.5% | -17.1% | -17.5% |
| 6M | +8.5% | -2.3% | +10.8% | +11.1% |
| YTD | +26.9% | -1.3% | +28.2% | +28.7% |
| 1Y | +41.7% | +1.1% | +40.6% | +40.7% |
| All | +5.7% | +8.2% | -2.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling