+189.6%
AKAM vs MUB
+76.5%
+113.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +2.8% | -1.3% | +4.0% | +3.2% |
| 30D | -6.9% | +2.2% | -9.1% | -7.6% |
| 3M | -31.8% | -1.6% | -30.2% | -31.5% |
| 6M | -47.0% | -1.3% | -45.7% | -46.8% |
| YTD | -2.1% | -0.7% | -1.5% | -1.9% |
| 1Y | -3.7% | -0.2% | -3.5% | -3.6% |
| 3Y | -23.0% | +9.6% | -32.7% | -25.0% |
| 5Y | -23.4% | +2.6% | -26.0% | -24.7% |
| 10Y | +30.5% | +21.5% | +9.0% | +26.3% |
| All | +189.6% | +76.5% | +113.1% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling