+18.9%
AKAM vs MULL
+2,366.2%
-2,347.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.3% | +6.1% | -2.3% |
| 7D | +0.6% | +3.6% | -3.0% | +0.1% |
| 30D | -8.2% | +22.0% | -30.2% | -10.3% |
| 3M | -17.6% | -8.6% | -8.9% | -20.9% |
| 6M | +2.5% | +248.5% | -246.0% | -15.6% |
| YTD | +22.8% | +516.3% | -493.5% | -5.7% |
| 1Y | +39.6% | +2,036.6% | -1,997.1% | -9.2% |
| All | +18.9% | +2,366.2% | -2,347.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling