+17.2%
AKAM vs MULL
+2,481.0%
-2,463.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.7% |
| 7D | -0.8% | +14.0% | -14.8% | -2.3% |
| 30D | -4.5% | +24.8% | -29.3% | -6.9% |
| 3M | -25.6% | -16.1% | -9.5% | -27.9% |
| 6M | +5.7% | +330.9% | -325.2% | -14.7% |
| YTD | +21.0% | +545.0% | -524.0% | -7.5% |
| 1Y | +33.9% | +2,427.1% | -2,393.2% | -14.6% |
| All | +17.2% | +2,481.0% | -2,463.8% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling