+19.4%
AKAM vs MULL
+444.9%
-425.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.8% | +13.1% | +0.8% |
| 7D | -12.4% | -35.9% | +23.5% | -8.3% |
| 30D | -20.4% | -47.3% | +26.9% | -15.3% |
| 3M | -30.3% | -30.6% | +0.2% | -28.2% |
| 6M | -18.8% | +13.7% | -32.5% | -24.5% |
| YTD | -1.5% | +272.1% | -273.6% | -10.7% |
| 1Y | +19.4% | +475.1% | -455.7% | +9.2% |
| All | +19.4% | +444.9% | -425.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling